Tesis Palacios Herrero Pablo

Doctoral thesis submitted for the
degree of Philosophiæ Doctor
Programme: Doctorate in Mathematics and Statistics
ANALYTIC APPROXIMATIONS OF
INTEGRAL TRANSFORMS IN TERMS OF
ELEMENTARY FUNCTIONS:
APPLICATION TO SPECIAL FUNCTIONS
Presented by
Pablo Palacios Herrero
Supervised by
Dr. José L. López Garcı́a
Dr. Pedro J. Pagola Martı́nez
Iruña-Pamplona, January, 2023
Departamento de Estadı́stica,
Informática y Matemáticas,
UNIVERSIDAD PÚBLICA DE NAVARRA
https://doi.org/10.48035/Tesis/2454/44804 © Todos los derechos reservados

iii
“De pocas partidas he aprendido tanto como de la mayorı́a de mis derrotas”
“You may learn much more from a game you lose than from a game you win”
– José Raúl Capablanca, III World Chess Champion
To my parents,
my brother,
my friends,
and Sara.
Acknowledgments
First and foremost, I would like to express my sincere and deepest gratitude to my
supervisors, Professor José Luis López Garcı́a and Professor Pedro Jesús Pagola Martı́nez,
for their unevaluable continuous support of my Ph.D. study and related research. For
their time, patience, motivation, and immense knowledge. Their guidance helped me
since I started in the research field developing my Master Thesis until the final stage of
this dissertation.
Besides my advisors, I would like to acknowledge my colleagues from Universidad
Pública de Navarra, specially Alberto, Anas, Blanca and Joseja for their advices and
the talks during coffee breaks that helped me to break monotomy and keep focus on my
research.
Furthermore, yet importantly, I owe my deepest gratitude to my father, Mr. Antonio
Palacios, and my mother, Mrs. Antonia Herrero. Their constant love and support keep
me motivated and confident. All my successes are thanks to them. My deepest thanks
to my brother, Javier, who always supported me in this adventure. I am forever thankful
for the unconditional love and support from every one of them throughout the entire
thesis process and every day.
I would also like to thank all my friends from Zaragoza. They always believed in me
and helped me to become the person I am today. I am specially thankful to Luis from
my chess club, Palacio de Pioneros, who caught me the research bug.
Similarly, I would like to thank the friends I met in Pamplona, specially my flatmates,
and Sara: For her love and support, specially during the long days of writing this thesis.
She gave me light when everything turned dark and kept me grounded. This thesis could
not have been written without her.
On the other hand, I would like to thank all who helped me during my visit in
Copenhagen, specially to professor Henrik Laurberg Pedersen. He helped me to expand
my horizons and acquire new skills. It was an experience that I will never forget.
Finally, the Universidad Pública de Navarra is acknowledged for its Ph.D. grant that
made this research possible. Likewise, this work was supported by the Ministerio de
Economı́a y Competitividad (MTM2014-52859-P and MTM2017-83490-P) and Universi-
dad Pública de Navarra PRO-UPNA (6158).
From the bottom of my heart... THANKS!!!
v
Contents
Acknowledgments v
Abstract xiii
1 Chapter 1. Introduction 1
1.1 Historical background . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 State of the art . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.3 Structure of the thesis . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2 Chapter 2. Preliminaries 13
2.1 Multi-point Taylor expansions . . . . . . . . . . . . . . . . . . . . . . . . 14
2.2 Asymptotic expansions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
2.2.1 Watson’s lemma . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
2.2.2 The classical Laplace’s method . . . . . . . . . . . . . . . . . . . 20
2.2.3 A modification of the method of Laplace . . . . . . . . . . . . . . 23
3 Chapter 3. Uniform expansions of integral transforms 27

3.1 Hypotheses . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
3.2 Analysis of the remainder gn (t) . . . . . . . . . . . . . . . . . . . . . . . 31
3.3 A uniform convergent expansion of the integral F (z) . . . . . . . . . . . 35
4 Chapter 4. New uniform expansions of some special functions 41

4.1 The Struve function Hν (z) . . . . . . . . . . . . . . . . . . . . . . . . . . 42
4.2 The Bessel function of the first kind Jν (z) . . . . . . . . . . . . . . . . . 44
4.3 The incomplete gamma function γ(a, z) . . . . . . . . . . . . . . . . . . . 46
4.4 The incomplete gamma function Γ(a, x) . . . . . . . . . . . . . . . . . . . 47
4.5 The hypergeometric confluent M function . . . . . . . . . . . . . . . . . 49
4.6 The hypergeometric confluent U function . . . . . . . . . . . . . . . . . . 51
4.7 The exponential integral . . . . . . . . . . . . . . . . . . . . . . . . . . . 52
4.8 The symmetric elliptic integrals RD (x, y, z) and RF (x, y, z) . . . . . . . . 54
4.9 The Gauss hypergeometric and the incomplete beta functions . . . . . . 63
4.9.1 A uniformly convergent expansion of the 2 F1 (a, b, c; z) function for
<a ≥ 0. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63
vii
viii Contents
4.9.2 A uniformly convergent expansion of the 2 F1 (a, b, c; z) function for

<a ≤ 0. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64
5 Chapter 5. An application of the uniform expansions 67

5.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68
5.2 A convenient representation of the Volterra function . . . . . . . . . . . . 70
5.3 Series representations of the Volterra function . . . . . . . . . . . . . . . 72
5.4 Numerical experiments . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80
6 Chapter 6. A dual vision of uniform expansions 83

6.1 The generalized hypergeometric p+1 Fp function . . . . . . . . . . . . . . . 85
6.2 New expansions for the p+1 Fp (a, ~b, ~c; z) function . . . . . . . . . . . . . . 87
6.2.1 A generalization of Nørlund’s expansion . . . . . . . . . . . . . . 87
6.2.2 An expansion using a two-point Taylor expansion . . . . . . . . . 89
6.2.3 Expansions in larger domains . . . . . . . . . . . . . . . . . . . . 91
6.3 Final remarks and numerical experiments . . . . . . . . . . . . . . . . . . 94
7 Chapter 7. A convergent Laplace’s method for integrals 99

7.1 An expansion for compact Mellin transforms . . . . . . . . . . . . . . . . 102
7.2 A convergent version of a generalized Watson’s lemma . . . . . . . . . . 106
7.3 Some magic tricks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111
7.4 A convergent and asymptotic Laplace’s method . . . . . . . . . . . . . . 115
8 Chapter 8. A systematic “saddle point near an end point” asymptotic method 125
8.1 Preparatory results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 128
8.2 The systematic method “saddle point near an end point” . . . . . . . . . 132
8.3 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139
8.3.1 The confluent hypergeometric function U (c, d, x) for large d and x 139
8.3.2 The confluent hypergeometric function M (c, d, x) for large d and x 140
9 Chapter 9. Conclusions and future work 145

9.1 Conclusions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 145
9.2 Future work . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 149
Appendices 151
A The Generalized Bernoulli Polynomials 153
B A larger domain for the uniform expansion of the SE functions 155
C The integral representation (6.4) of the ~

p+1 Fp (a, b, ~
c; z) function 157
D The coefficients of the new expansions for the p+1 Fp function 161
Bibliography 165
List of Figures
1.1 Taylor, asymptotic and uniform approximations of the Bessel function. . 6
2.1 Different shapes of a Cassini oval. . . . . . . . . . . . . . . . . . . . . . . 15

2.2 Different shapes of a lemniscate with 3 base points. . . . . . . . . . . . . 15
2.3 Lemniscates with 1, 2 and 3 base points avoiding singular points. . . . . . 16
3.1 Cases 1-4 concerning the position of the integration interval (0, 1) with
respect to Ω. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
3.2 Case 4: The lemniscate Γr4 is divided into two mirror half-lemniscates. . 34
4.1 Approximations of the Hν (z) Struve function. . . . . . . . . . . . . . . . 44

4.2 Approximations of the Bessel function of the first kind. . . . . . . . . . . 45
4.3 Approximations of the incomplete gamma function γ(a, z). . . . . . . . . 47
4.4 Approximations of the incomplete gamma function Γ(a, z). . . . . . . . . 49
4.5 Approximations of the hypergeometric confluent M (a, b, z) function. . . . 50
4.6 Approximations of the hypergeometric confluent U (a, b, z) function. . . . 53
4.7 Approximations of the exponential integral E1 (z) function. . . . . . . . . 54
4.8 The region S(θ). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57
4.9 Approximations of the symmetric elliptic functions. . . . . . . . . . . . . 62
4.10 Approximations of the Gauss hypergeometric 2 F1 function. . . . . . . . . 64
4.11 Approximations of the incomplete beta Bz (a, b) function. . . . . . . . . . 66
5.1 A possible integration path. . . . . . . . . . . . . . . . . . . . . . . . . . 70

5.2 Deforming the integration contour. . . . . . . . . . . . . . . . . . . . . . 71
5.3 Comparison of the three approximations of the Volterra function. . . . . 81
5.4 Comparison of some approximations of the Volterra function. . . . . . . . 81
6.1 Region of convergence using a one-point Tylor expansion. . . . . . . . . . 89

6.2 Region of convergence using a two-point Tylor expansion. . . . . . . . . . 92
6.3 Region of convergence using a three-point Tylor expansion. . . . . . . . . 94
7.1 Region Sm (b, 0) for m = 2, m = 3 and m = 4 with finite or infinite b. . . 108

7.2 Region sm (b, 0) for m = 2, m = 3, m = 4 and m = 6. . . . . . . . . . . . 111
7.3 The expanded regions Λsm (∞, 0) contain the regions Sm (∞, 0). . . . . . 112
8.1 Portrait of the minimum of the phase function f (t; α) as a function of α. 129
ix
x List of Figures
B.1 A larger domain for complex variables. . . . . . . . . . . . . . . . . . . . 156
C.1 The path L in cases (b) and (c). . . . . . . . . . . . . . . . . . . . . . . . 158

C.2 The path L in case (d). . . . . . . . . . . . . . . . . . . . . . . . . . . . . 158
List of Tables
4.1 Approximation of the Struve function Hν (z). . . . . . . . . . . . . . . . . 44

4.2 Relative error provided by the uniform approximation of the Bessel func-
tion of the first kind. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
4.3 Convergent and asymptotic features of expansion (7.31). . . . . . . . . . 46
4.4 Convergent and asymptotic features of expansion (4.9). . . . . . . . . . . 49
4.5 Relative error of the uniform approximation of the hypergeometric conflu-
ent M (a, b, z) function. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51
4.6 Relative error of the uniform approximation of the hypergeometric conflu-
ent U (a, b, z) function. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
4.7 Relative error of the uniform approximation of the exponential integral
E1 (z) function. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
4.8 Relative error of the uniform approximation of the symmetric elliptic func-
tion RF (x, y, z). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62
4.9 Relative error of the uniform approximation of the 2 F1 function. . . . . . 64
4.10 Relative error of the uniform approximation of the Bz (a, b) function. . . . 65
5.1 Relative error provided by formula (5.27) for fixed c and several values of t. 81
5.2 Relative error provided by formula (5.27) for c = log(λ0 n/t) and several
values of t. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
5.3 Relative error provided by formula (5.27) for fixed c and several values of β. 82
values of β. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
5.5 Relative error provided by formula (5.27) for fixed c and several values of α. 82
values of α. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
6.1 Approximations of the 4 F3 function for small z. . . . . . . . . . . . . . . 96

6.2 Approximations of the 4 F3 function for z away from 0. . . . . . . . . . . 96
6.3 Approximations of the 4 F3 function for z in the unit circle. . . . . . . . . 96
6.4 Approximations of the 4 F3 function for integer values of the parameters. . 96
6.5 Approximations of the 8 F7 function for small z. . . . . . . . . . . . . . . 97
6.6 Approximations of the 8 F7 function for z away from 0. . . . . . . . . . . 97
xi
xii List of Tables
8.1 Relative error provided by (8.46) after 4 terms. . . . . . . . . . . . . . . 140

Abstract
This thesis focuses on the study of new analytical methods for the approximation of
integral transforms and, in particular, of special functions that admit an integral repre-
sentation. The importance of these functions lies in the fact that they are solutions to a
great variety of functional equations that model specific physical phenomena. Moreover,
they play an important role in pure and applied mathematics, as well as in other branches
of science such as chemistry, statistics or economics. Usually, the integrals defining these
special functions depend on various parameters that have a specific physical meaning.
For this reason, it is important to have analytical techniques that allow their computation
in a quick and easy manner. The most commonly used analytical methods are based on
series expansions of local validity: Taylor series and asymptotic (divergent) expansions
that are, respectively, valid for small or large values of the physically relevant variable.
However, neither of them is, in general, simultaneously valid for large and small values
of the variable.
In this thesis we seek new methods for the computation of analytic expansions of
integral transforms satisfying the following three properties:
(a) The expansions are uniformly valid in a large region of the complex plane. Ideally,
these regions should be unbounded and contain the point 0 in their interior.
(b) The expansions are convergent. Therefore, it is not necessary to obtain error bounds
or to study the optimal term to truncate the expansion: the more terms considered,
the smaller the error committed.
(c) The expansions are given in terms of elementary functions.
We develop a theory of uniform expansions that shows the necessary and sufficient
conditions to obtain expansions of integral transforms fulfilling the three conditions (a),
(b) and (c) above. This theory is applied to obtain new series approximations satisfying
(a), (b) and (c) of a large number of special functions. The new expansions are compared
with other known representations that we may find in the literature to show their ad-
vantages and drawbacks. In contrast to the Taylor and asymptotic expansions, the main
benefit of the uniform expansions is that they are valid in a large region of the complex
plane. For this reason, they may be used to replace the function they approximate (which
is often difficult to work with) when it appears in certain calculations, such as a factor
of an integral or in a differential equation. Since these developments are also given in
terms of elementary functions, such calculations may be carried out easily.
Next, we consider a particularly important case: when the kernel of the integral
transform is given by an exponential. We develop a new Laplace’s method for integrals
xiii
xiv Abstract
that produces asymptotic and convergent expansions, in contrast to the classical Laplace
method which produces divergent developments. The expansions obtained with this new
method satisfy (a) and (b) but not (c), since the asymptotic sequence is given in terms of
incomplete beta functions. Finally, we develop a new uniform asymptotic method ”saddle
point near an end point” which does not satisfy (b) and (c) but, unlike the classical ”saddle
point near an end point” method, allows us to calculate the coefficients of the expansion
by means of a simple and systematic formula.
Chapter 1
Introduction
There is not a formal definition of what a special function is, although they can be defined
as those functions that have a more or less established names and notation and that are
solution to a large variety of functional equations of great significance in mathematics
and physics. They constitute a vast researching field in the area of applied mathematics
as they appear in a large variety of disciplines, not only in mathematics and physics, but
also in others fields such as economy and statistics. The easiest examples of special func-
tions are elementary functions such as the exponential, the logarithm or the trigonometric
functions. However, when we talk about special functions we are typically thinking in
non-elementary functions like, for example, Euler’s gamma function Γ(z), the error func-
tion or Bessel functions. They usually admit and integral or a series representation and,
due to their appearance in a lot of different scientific areas, their analytic approximation
is very important.
1.1 Historical background

The origin of non-elementary special functions dates back some hundreds of years ago,
to the days of great mathematicians like Euler, Legendre, Gauss and Riemann. They
introduced the first examples of special functions:
Euler faced the problem of generalizing the factorial of a number to non-natural
numbers. Besides, motivated by the formula of the sum of the first n natural numbers, he
was looking for a similar, closed, simple formula, given in terms of elementary functions,
to compute the factorial of a number. He proved however that such a simple formula
does not exist for n! [33, 41] and gave as solution an integral representation:
Z 1
n! = (− log x)n dx.
0
The integral representation is indeed valid for non-negative real values of n. Nowadays,
this
R ∞ function is called Euler’s gamma function, it is usually written in the form Γ(z) =
−t z−1
0
e t dt and plays a crucial role in mathematics. G. Michon [87] wrote “Arguably,
the most common special function, or the least special of them. The other transcendental
functions [...] are called special because you could conceivably avoid some of them by
staying away from many specialized mathematical topics. On the other hand, tha gamma
1
2 Chapter 1. Introduction
function Γ(z) is most difficult to avoid”. Just to name some applications, it is used to
evaluate a lot of integrals and compute products, and it is extensively used in quantum
physics, astrophysics and statistics.
On the other hand, Euler also studied the sum of the inverses of integer numbers to
the power of a real number. In particular, he solved the famous Basel problem linking the
summation of the reciprocals of the squares of all the natural numbers with the square of
π. Riemann extended the study to the complex plane by defining the famous Riemann
zeta function [130]. He proved that it is a meromorphic function and found the functional
equation too. He stablished a relation between this function and the distribution of prime
numbers and he also conjectured that all non-trivial zeros of the zeta function have real
part equal to 1/2. This problem, known as Riemann’s conjecture, is still an open problem
considered by many mathematicians to be the most important unsolved problem in pure
mathematics, being the only problem listed in both, Hilbert’s twenty-three Problems
of 1900 and the Millenium Prize Problems created in 2000 by the Clay Mathematics
Institute. Apart from its importance in pure mathematics, the Riemann zeta function has
also many applications in physics. For example, it determines the critical gas temperature
and density for the Bose-Einstein condensation phase transition in a dilute gas [64] and
it is usually used in quantum field theory to perform regularizations to evaluate formally
divergent series.
R
Legendre studied elliptic integrals [63], that is, integrals of the form R(x, y)dx where
R(x, y) is a rational function of the two variables x and y, and y 2 is a polynomial of the
third or fourth degree in x. He was able to show that, in general, those integrals can not
be expressed in terms of elementary functions but he also revealed that, using suitable
transformations, all elliptic integrals may be written in terms of three standard integrals
that are nowadays named after him. The name elliptic integrals is due to the fact that
these integrals are used to evaluate the lenght of an ellipse. However, they can also be
used to obtain the lenght of other plane curves such as an hyperbola or a Bernoulli’s
lemniscate [28]. But, moreover, these special functions play an important role in other
branches of mathematics and physics. For example, they appear in a natural way in
geometrical and statistical problems [51, 128]; they appear in certain electromagnetic
problems [151] and their zeros may be used to obtain an upper bound for the number
of limit cycles of certain hamiltonian systems [146]. Many more applications of elliptic
integrals may be found in [61].
αβ
For his part, Gauss studied an infinite series starting by 1+ 1·γ x+ α(α+1)β(β+1)
1·2·γ(γ+1)
x x+. . .,
that was presented to the mathematical comunity in 1813 [50]. It was the first full system-
atic treatment of such a series and, although some transformation formulas were found by
Gauss, it was clear that, the nowadays called Gauss hypergeometric function, could not
be expressed by means of a closed, simple formula, in terms of elementary funcions. This
function was later studied by Riemann who characterised the second-order differential
equation it satisfies by its three regular singularities (on the Riemann sphere) [129]. A
lot of mathematical functions are special or limiting cases of the Gauss hypergeometric
function. For example, trigonometric functions and the logarithm function, the Kummer
and Bessel functions, the complete elliptic integrals, and a lot of orthogonal polynomials
such as Jacobi, Gegenbauer, Legendre, and Meixner polynomials, are all especial cases
of the Gauss hypergeometric 2 F1 function [104].
Hence, the first investigations on special functions were made in the begining of the
eighteenth century. The number of special functions, their importance and applications
1.2 State of the art 3
started to increase during the next centennial, but it was only on the twentieth century,
with the development of quantum mechanics, that special functions became a vast topic
of interest, as they appear as fundamental solutions of differential equations derived from
spectral problems in atomic potentials. For example, Hermite polynomials are associated
with the eigenfunctions of the harmonic oscillator [57, §18.39] and the spherical harmon-
ics are eigenfunctions of the Laplacian operator in spherical coordinates. Furthermore,
Bessel and hypergeometric functions arise when solving fundamental equations such as
Schrödinger, Helmholtz or Dirac equations by the method of separation of variables [98].
Since then, special functions had appeared not only in pure mathematical problems or in
quantum mechanics, but also in a lot of differents field of study related with engineering
problems, numerical simulations, economic analysis, statistics, optics, chemistry... For
this reason, the list of special function is endless: error functions, Fresnel integrals, Airy
functions, Bessel functions, Kelvin’s function, Struve functions, parabolic cylinder func-
tions, confluent hypergeometric functions, generalized hypergeometric functions, Meijer
G-function, orthogonal polynomials, polylogarithms, theta functions, Mathieu functions,
Lamé functions, catastrophes integrals,... and many more [40, 106, 108]
1.2 State of the art

Many books and articles dedicated to the study of special functions have been written:
definitions, representations, inequalities, differential equations, recurrence relations, sym-
metries, analytic approximations, numerical evaluations, applications, etc. Among the
most modern books, we highlight [140], where the most important analytical properties
of a large family of special functions relevant in mathematical physics is exhibited; [16]
that includes a summary of formulas related with special functions; or [106] the most
modern and complete, elaborated by the biggest experts on special functions around the
world with the aim to update and extend the highly cited “A&S” [1]. In [106] almost
everything which is known about special functions is referenced. Its on-line version [108]
is under constant revision and periodically incorporates the new researches on special
functions.
Due to the significance of special functions, their analytical and numerical approxi-
mation is very important. In this regard, many techniques have been developed: numer-
ical methods for differential equations or integrals, continued fractions, lower and upper
bounds, power series, asymptotics expansions...
On a modern computer, numerical evaluation of special functions or integral trans-
forms can be easily carried out. However, there are a lot of scientific problems where it
is important to have an analytic expression of integral transforms and where a numeri-
cal evaluation would be useless because there are several physical parameters involved;
because we need to know its behavior for small or large values of a certain parameter or
because we have to perform further analytic computations with them. For example and
without the aim of being exhaustive, we give some such situations although we may find
many more in the literature:
In acoustics and optical diffraction, wave movement is described by high oscilla-

tory integrals (catastrophe integrals [12]) whose numerical computation becomes
unstable or highly time-consuming, but analytic representations give and insight
into their structure and supplement numerical computations [11]. Moreover, it is
important to have analytical representations of the catastrophe integrals due to

their importance in the uniform asymptotic analysis of oscillatory integrals with
several coalescing saddle points [102].
When working with a signal in optical physics it is important to have an analytic

representation of a Fourier transform to compute the frequency spectrum of the
signal.
The use of numerical methods to approximate integrals for accurate real-time ren-
dering of surfaces lit by non-occluded area light sources leads to results with noise,
hardly compatible with real-time rendering constraints [62].
In quantum field theory in theoretical physics, it is important to have an analytic

representation of the beta function [126, Ch. 16] in order to fully understand
the dependence of the coupling parameter on the energy scale of a given physical
process.
In the problem of calculating the contributions to the specific heat of a crystal

from the vibrations of the atoms, an analytical approximation of the energy of
the quantum harmonic crystal for small temperatures shows its relation with the
black-body radiation [138, p.301], whereas a numerical evaluation does not.
In singular perturbation problems it is usually necessary to have an analytic solution

of a simplified problem to compute its partial derivatives and derive bounds that are
used afterwards to design numerical methods of the real, non-simplified problem.
In astronomy, analytic representations of elliptic functions are required to make

accurate descriptions and predictions of celestial mechanics of Keplerian orbital
motions as well as to describe pendular movement in a constant gravitational field
[140].
Due to the significance of analytical approximations of integral tranforms (or special

functions having an integral representation), they are the object of study of this thesis.
In practice, the most used techniques to derive analytic expansions are based on local
approximations that are either convergent (Taylor series) or divergent (asymptotic ex-
pansions), usually given in terms of elementary functions. These expansions are usually
derived from the theory of differential equations or integrals and are still an important
researching field. Most of them can be found in [106, 108].
Both, Taylor series and asymptotic expansions are usually very accurate near the
point of approximation, but they are useless when one moves away that point. Then,
these approximations are not useful when one needs to know the behavior of the function
in a large set of the complex plane. For example, in spectral problems of atomic models
in quantum mechanics where the computation of the spectrum requires the knowledge
of the analytic behavior of the eigenfunctions for both, large and small values of the
radius. Moreover, if a certain special funcion appears as a factor in the integrand of
an integral or in a differential equation, it is usually hard to work with it. It would be
nice to replace that function by an elementary function and to work with that simplified
expression. That simpler expression could be, for example, the first few terms of a series
approximation. However, in general, this can not be done by using Taylor series or
asymptotic expansions as they do not hold uniformly in a large enough set. Instead, it
would be great to have at our disposal expansions valid for small and large values of
the variable. Ideally, those expansions should be valid in unbounded sets of the complex
plane that contain the origin in its interior.
Therefore, we study parametric integrals of the form
Z b
F (z) = g(t)h(t, z)dt, (1.1)
a
for certain functions g(·) and h(·, z). This integral may correspond with an integral
representation of a special function F (z) or it may be a general integral transform. On
the one hand, a lot of special funcions may be cast under this form and even several
special functions are defined via such an integral representation. On the other hand, a
lot of important mathematical integral transforms such as Laplace, Fourier or Stieltjes
transforms are given by the integral (1.1), for a certain kernel h(t, z). Moreover, many
physical quantities in classical mechanics, astronomy or quantum mechanics are also
given by an integral like (1.1).
The most used analytical approximations for integrals of the form (1.1) are Tay-
lor series and asymptotic expansions. The former are found, in the particular case
h(t, z) = h(tz), by considering the Maclaurin expansion of h(tz) at the point t = 0
or by an application of the Frobenius method in the differential equation satisfied by
the special function. In general, the function h(t, z) has some finite singularities and
therefore, the classical Taylor expansion is only valid for small values of the variable |z|.
Contrarily, asymptotic expansions are found by considering an expansion of a factor in
the integrand at its asymptotically relevant point or by an application of Olver’s method
in the differential equation satisfied by the special function. Typically, the integration
interval is unbounded and therefore, when we consider the Taylor expansion of a factor in
the integrand and we interchange summation and integration, we obtain an asymptotic
expansion at the cost of losing the convergence of the expansion.
Consider for example the Bessel function of the first kind Jν (z) [107]. Its power series
expansion is well-known [107, eq. 10.2.2]
ν n−1 k
2 X (−z 2 /4)
Jν (z) = + Rn(0) (ν, z). (1.2)
z k=0
k!Γ(ν + k + 1)
On the other hand, its asymptotic expansion in terms of inverse powers of z is given by
[107, eq. 10.17.3]
r n−1 n−1
πz νπ π X a2k (ν) νπ π X a2k+1 (ν)
Jν (z) = cos z − − −sin z − − +Rn(∞) (ν, z),
2 2 4 k=0 (−z 2 )k 2 4 k=0 z(−z 2 )k
(1.3)
valid for | arg z| ≤ π − δ < π, and a0 (ν) = 1 and, for k = 1, 2, . . .,
(4ν 2 − 12 )(4ν 2 − 32 ) · · · (4ν 2 − (2k − 1)2 )

ak (ν) = .
k!8k
These expansions are given in terms of elementary functions but they have a drawback:
(0)
they are not uniformly valid for all values of z. More precisely, the remainder Rn (ν, z)
(∞)
is unbounded for large values of |z|, whereas the remainder Rn (ν, z) is unbounded for
1.0 1.5
1.0
0.5 1.0
0.5
0.5
2 4 6 8 10
-0.5 2 4 6 8 10
2 4 6 8 10
-1.0 -0.5 -0.5
Figure 1.1: Approximation of x2 J1 (x) (thicker graphics) given by the Taylor expansion (1.2)
(left), the asymptotic expansion (1.3) (middle) and the uniform expansion (1.4) (right) for
x ∈ [0, 10] and five degress of approximation n = 1, 2, 3, 4, 5 (thinner graphics).
small values of |z|. On the other hand, in [66, §2, Theorem 1] we can find the following
expansion given in terms of elementary functions and that holds uniformly in z in any
fixed horizontal strip of the complex plane:
√
πΓ(ν + 1/2) sin z
J ν (z) = P n−1 (z, ν) − Qn−1 (z, ν) cos z + Rn (z, ν), (1.4)
2(z/2)ν z
where Pn (z, ν) and Qn (z, ν) are rational functions of z and ν [66, eq. 10]. Expansion
(1.4) is valid for large and small values of |z| as the remainder Rn (z, ν) can be bounded
independently of z. The three expansions (1.2), (1.3) and (1.4) are compared in figure
1.1. As we may check from the figure expansion (1.4) is uniformly valid for small and
large values of the variable x and produces expansions that are globally more satisfactory.
As an illustration of the type of expansion (1.4) we may derive, for example, the following
approximation valid for any real x > 0 [66, eq. 7]
4
3x − 140x2 + 360 5(x2 − 18)

15π
J3 (x) = + θ1 (x) x sin x + + θ2 (x) cos x,
2x3 8x6 2x4
where the quantities θ1 and θ2 are uniformly bounded by means of |θ1 (x)| < 0.0062 and
|θ2 (x)| < 0.051.
On the other hand, consider integral transforms of Laplace type, where the kernel
h(t, z) = e−zf (t) is given by an exponential. In the particular case when the phase
function f (t) = t is simply a monomial, we can perform a logarithmic change of variables
to find
Z ∞ Z 1 ∞
−zt z−1
X ck k!
F (z) = e g(t)dt = u g(− log u)du = , (1.5)
0 0 k=0
(z)k+1
where (z)n denotes the Pochhamer’s symbol [4, §5.2(iii)] defined by (z)n = z(z + 1)(z +
2) · · · (z + n − 1) = Γ(z + n)/Γ(z), and ck are certain coefficients related with the Taylor
coefficients of g(− log u) at u = 1 (see Appendix A). The series on the right hand side of
(1.5) is not only convergent in a certain unbounded region of C (at the right of a vertical
line), but it also is an asymptotic expansion of F (z) as z → ∞. Expansions of the form
(1.5) are named factorial series and they were first studied by Newton and Stirling; and
systematically analyzed by Nielsen [96, 97] and Nørlund [99].
Furthermore, many asymptotic methods involve a change of variables to obtain an
asymptotic expansion of an integral. Then, the coefficients of the expansion are defined
by reverting a series that is implicitly given by that change of variables. Therefore,

simple, explicit formulas for those coefficients are not given in traditional text books on
asymptotics [105, 154]. Instead, complicated formulas involving recursions and combina-
torial objects whose complexity increase with the number of terms considered have been
found [60, 92, 152, 153].
In this thesis, we face the challenge of designing, if possible, new analytic approxima-
tions of parametric integrals (special functions) satisfying the following three properties:
(a) The expansion is convergent and then, the more terms considered, the better, avoid-
ing the study of the optimal truncation term, inherent to asymptotic (divergent)
series.
(b) They hold uniformly for large and small values of a certain selected variable z, in
contrast to the classical Taylor or asymptotic expansions that are only valid for
small or large values of |z| respectively. That is, the expansion is uniform for z in an
unbounded set of the complex plane that contains the point z = 0. Then, for any
orden of the approximation, its absolute error is bounded independently of z.
(c) The terms of the expansion are elementary functions of z whose coefficients can be
computed by means of an explicit, simple and systematic formula.
In chapter 3 we investigate up to what point the derivation of an expansion satis-

fying requirements (a)-(b)-(c) is possible, elaborating a general theory. This theory is
illustrated in chapter 4 with several examples of special functions, by deriving new and
known uniform expansions of these functions. In chapter 5 we illustrate the interest of
having a uniform expansion of a special function when it must be used in a later com-
putation that requires the knowledge of the function in a large domain. In chapter 6
we investigate a dual version of the theory designed in chapter 3. In chapters 7 and
8 we introduce a new ingredient in the analysis: asymptotic expansions of integrals, in
particular the method of Laplace and the uniform asymptotic method “saddle point near
an end point”. We investigate possible modifications of those asymptotic methods that
produce expansions having some of the properties (a), (b) or (c) (maintaining of course
the asymptotic property).
The methods investigated in this thesis may share with hyperasymptotic and Hadamard
expansions [9, 10, 54, 93, 94, 95, 101, 113, 114, 115, 118, 120] part of the above approxi-
mation philosophy, but they are very different methods. Hyperasymptotic expansions are
improvements of the classical asymptotic expansions, and may provide accurate approxi-
mations not only for large, but also for moderate values of the variables. But in general,
their uniform character for large and small values of the variable is not studied, nor their
convergence, nor their expression in terms of elementary functions. On the other hand,
the goal of the theory of Hadamard expansions is to derive a convergent expansion of the
integral in the form of a double series. It is a series of series (levels) where usually the
first one encodes the standard asymptotic power series expansion. Upper levels (asymp-
totically less relevant) encode new corrections that become important at certain optimal
truncation points of the previous series. These expansions are typically given in terms
of incomplete gamma functions (not elementary functions) and their proper use require
the study of optimal truncation points. Uniform aspects are not considered in general.
1.3 Structure of the thesis

In CHAPTER 2 we give some preliminary results on Taylor series and asymptotic approxi-
mations, adapted to the applications that we need in the next chapters. In section 2.1 we
summarize the theory of multi-point Taylor expansions [81, 82] of an analytic function.
These expansions are preferable over the standard one-point Taylor series because the
lemniscate of convergence of the multi-point Taylor expansion avoids the singular points
of the function more efficiently than a disk. On the other hand, in section 2.2 we intro-
duce the notion of asymptotic expansions of functions and we give two basic methods
to obtain them: Watson’s lemma and the Laplace’s method for integrals, respectively
described in subsections 2.2.1 and 2.2.2. As pointed out above, the coefficients of the
method of Laplace are not given by a simple and explicit formula, but instead they are
defined by reverting a certain series that is given implicitly by a change of variables. To
solve this problem, a modification of the Laplace’s method has been introduced in [74].
This method is summarized in subsection 2.2.3.
None of the expansions of integral transforms (1.1) obtained by means of the use of
standard Taylor series or asymptotic expansions satisfy simultaneously the three proper-
ties (a), (b) and (c) described above. In particular, none of them is valid in a large region
of the complex plane that contains large and small values of a certain selected variable
|z|.
CHAPTER 3 of this thesis focuses on the development of a new general theory of uni-
form 1 convergent expansions of integral transforms (1.1) satisfying the three properties
(a), (b) and (c) above.
The main idea is to consider the multi-point Taylor expansion of g(t) at certain se-
lected points in a way that the domain of convergence of the series contains the integration
interval of (1.1), except possibly for one or both end points. When we replace g(t) by
its Taylor series and interchange the order of summation and integration we obtain a
convergent expansion of F (z). Moreover, the independence of z of the function g(t) is
somehow transferred to the remainder of the expansion of F (z) and consequently the
expansion is valid regardless of the value of z. In other words, the expansion is valid for
small and large values of |z|.
We will show that this procedure is not only formal, but rigorous, finding accurate
error bounds that do not depend on the uniform variable z. That is, in section 3.1 we
state the hypotheses that the functions g(·) and h(·, z) must satisfy in order to find a con-
vergent expansion of F (z), given in terms of elementary functions, that holds uniformly
in unbounded subsets of the complex plane that contain the point z = 0. Section 3.2 is
the cornerstone of the new theory of uniform expansions. In it, we perform an accurate
study of the remainder that shows not only the convergence of the new series, but also
its rate of convergence.
Subsequently, a new ingredient for the approximation of integral transforms (1.1) or,
in particular, for integral representations of special functions, is available: their uniform
expansion. These approximations can be of interest to many scientific researchers around
the world that work with special functions and it would be interesting to collect all of them
in a new edition of the famous NIST Handbook of Mathematical Functions [106, 108].
1
The classical meaning of uniform in mathematical analysis is used here. We shall not confuse it with
the notion of uniform used in asymptotics, where the validity of an expansion as a particular parameter
runs along a certain region is studied.
1.3 Structure of the thesis 9
The seed of the idea to derive uniform expansions is [66] where one of the advisors
of this thesis found new expansions of the Bessel functions of the first and second kind,
Jν (z) and Yν (z). Those expansions are convergent and hold uniformly in z in any fixed
horizontal strip of the complex plane. The idea was later applied with sucess by my ad-
visors and collaborators to many more special functions such as the incomplete gamma
and beta functions or the hypergeometric Gauss function [19, 43, 44], obtaining con-
vergent expansions, given in terms of elementary functions, that hold uniformly in z in
unbounded subsets of the complex plane that also contain the point z = 0.
In CHAPTER 4 we apply the theory of uniform approximations developed in the pre-

vious chapter to obtain new uniformly convergent representations of many special func-
tions. In particular, we recover some uniform expansions derived by collaborators of my
researching group [19, 20, 43, 44, 66]: the Bessel function of the first kind (section 4.2);
the incomplete gamma function γ(a, z) (section 4.3) uniformly valid in z; the hypergeo-
metric confluent M function (section 4.5); and the Gauss hypergeometric function and
the incomplete beta function (section 4.9). We also derive new uniform expansions for
other special functions: the Struve Hν (z) function (section 4.1); the incomplete gamma
funcion Γ(a, z) (section 4.4) uniformly valid in a; the hypergeometric confluent U func-
tion (section 4.6) and the symmetric elliptic integrals RF (x, y, z) and RD (x, y, z) (section
4.8). In all the special functions analyzed in this chapter, the uniform approximation
is compared with the well-known power series and asymptotic expansions, respectively
valid for small or large values of the uniform variable by means of figures and numerical
tables.
As we may check from the graphics and tables presented in chapter 4, and the asymp-
totic behavior of the remainder of the uniform expansion may suggest, the speed of con-
vergence of the uniform expansions is not impressive, specially in the case when one or
both end points of the integration interval are singular points of the function g(·) in
the integrand. Although uniform expansions can be useful in the numerical evaluation of
special functions F (z), their main advantage is that they are an analytical representation
of F (z) that hold uniformly in a large (possibly unbounded) set of the complex plane.
Therefore, they can be used to replace the function F (z) in a certain computation. More
precisely, consider for example an integral or a differential equation that involves a par-
ticular function F (z) whose analytical expression is complicated, and where the variable
z runs in a large domain. In general, the difficult expression for F (z) makes that calcu-
lation imposible. But we may just replace F (z) by its uniform approximation, given in
terms of elementary functions, and valid for the whole range of values of the variable z
required in that calculation (range of integration, domain of the differential equation,...).
In this way, that computation can be easily carried out.
In CHAPTER 5 such an approach is used to derive a new convergent expansion of the
Volterra function µ(t, β, α) [40, Ch. 18, §18.3]. The Volterra function is defined by means
of an integral representation having the inverse of the gamma function in its integrand.
Then, we perform some changes in that integrand to get an integral representation of
the Volterra function in terms of an incomplete gamma function. After that, a uniform
convergent expansion of the incomplete gamma function valid in the whole domain of
integration is used to interchange summation and integration, finding a new expansion
of the Volterra function that is shown to be convergent.
In CHAPTER 6 we consider a dual version of the uniform theory of integrals transform

developed in chapter 3. That is, we study integral transforms of the form (1.1) and we
consider the multi-point Taylor expansion not of g(t) as in chapter 3, but of h(t, z), in
selected base points. If we considered the standard Taylor expansion of h(t, z) = h(tz) at
t = 0, we would obtain the well-known power series expansion of the integral transform
(or special function) F (z). The region of convergence of this expansion is typically
small. However, when we consider another, cleverly selected base point for the Taylor
expansion, or even better, a multi-point Taylor expansion of the function h(t, z) = h(tz),
we may find larger regions of convergence that, in many cases, are unbounded and contain
small values of the variable |z|. To illustrate this idea, in this chapter we consider
the generalized hypergeometric p+1 Fp (a, ~b, ~c; z) function and, using the one-, two- and
three-point Taylor expansion of a factor in an integral representation, that we derive in
Appendix C, we obtain different analytical representations of these functions in large
(sometimes unbounded) regions of the complex plane that contain the indented closed
unit disk D∗ = {z ∈ C : |z| ≤ 1, z 6= 1}. The speed of convergence of these expansions is
exponential and they are shown to perform numerically better than other expansions of
the p+1 Fp (a, ~b, ~c; z) function that we may find in the literature. Furthermore, the three
derived expansions are given in terms of rational functions and then, they satisfy the
three properties (a), (b) and (c) described above.
In CHAPTER 7 we consider a specially important case of the integral in the right hand
side of (1.1): when the integration interval is (0, ∞) and the kernel h(t, z) is a exponential
function of the form h(t, z) = e−zf (t) . That is, we study parametric integrals of the form
Z ∞
F (z) = e−zf (t) g(t)dt. (1.6)
0
In the particular case when f (t) = t we can derive a factorial series of F (z) by introducing
a logarithmic change of variables (see (1.5)), which is a convergent series that is also
asymptotic for large z [145, §17.3]. However, generalizations of this results are not given
in the literature. Therefore, we consider integral transforms of the form (1.6) with a
general phase functions f (t) and not simply a monomial of the first degree, and we
derive an expansion of (1.6) that is both, asymptotic for large z and convergent. In
contrast, the classical Laplace’s method introduced in section 2.2.2 and usually used to
approximate integrals of the form (1.6) produces divergent approximations. Moreover,
the coefficients of the new convergent and asymptotic Laplace’s method can be computed
by means of a simple, closed formula, in terms of generalized Bernoulli polynomials. The
derivation of that formula is relegated to appendix A. The price to pay for deriving a
convergent Laplace’s method is that the approximation is given in terms of (sometimes
incomplete) beta functions.
The key point to derive this expansion is to split the phase function f (t) into its
asymptotically dominant part (as z → ∞) and a remainder term, in the form summa-
rized in section 2.2.3. In this way, the study is reduced to the case f (t) = tm , with m ∈ N
(section 7.2) that, after a change of variables, is reduced to compact Mellin transforms,
analyzed in section 7.1. However, as we will see, the conditions on the functions f (t) and
g(t) to apply the results of section 7.2 may be too restrictive. Therefore, in section 7.3
some tricks are performed to enlarge the applicability of the convergent and asymptotic
Laplace’s method. Finally, the method is summarized in the form of a theorem in section
7.4, where it is used to derive a convergent and asymptotic expansion of the hypergeo-
metric confluent U function. In summary, we obtain asymptotic expansions that satisfy
1.3 Structure of the thesis 11
properties (a), (b) and partly (c) above, as the coefficients can be computed by means of
an explicit formula but the asymptotic sequence is no longer given in terms of elementary
functions, but incomplete beta functions.
In CHAPTER 8 we continue the study of integrals (1.1) in the case when h(t, z) =
−zf (t)
e but from another point of view initiated by the advisors of this thesis: the sys-
tematization of classical asymptotic methods of integrals [68, 74, 75].
Using the modified Laplace’s method introduced in [74] and summarized in sec-
tion 2.2.3 simple and systematic formulas for the coefficients of the standard method
of Laplace are found. The same idea was later applied in [68] to obtain a systematic
formula for the coefficients of the “saddle point near a pole” uniform asymptotic method,
whereas in [75] that idea was useful to simplify the computation of the paths of steep-
est descent in the saddle point method. We continue this line of research and revisit
the uniform asymptotic method “saddle point near an end point” [154, Ch. 7, §3], [145,
Ch. 22] where, depending on a certain parameter, the asymptotically dominant point of
the integrand changes of nature from being an interior point to being an end point of
the interval of integration. As a result, an application of the classical Laplace’s method
produces three expansions that are formally different. The classical uniform asymptotic
method “saddle point near an end point” solves this problem by introducing the parabolic
cylinder function into the game. This function encodes the abrupt transition from one
case (the absolute minimum of f (t) is an interior point of (a, b)) to another (the abso-
lute minimum of f (t) occurs at one end point, say t = a). However, as in the classical
Laplace’s method, simple and explicit formulas for the coefficients of the expansions are
not known. Therefore, following the ideas of the modified Laplace’s method of section
2.2.3 we obtain an asymptotic expansion of the integral (1.6) uniformly valid as that pa-
rameter varies. As in the classical method, the expansion is given in terms of parabolic
cylinder functions but, on the other hand, the coefficients are given by means of an
explicit, closed formula that is systematically computable.
Finally, in CHAPTER 9 we draw some conclusions of the results of this thesis and we
suggest some future work to continue this investigation.
Thoughout the thesis, for any complex variable z, arg z ∈ (−π, π] denotes its main
argument and logarithms and fractional powers are assumed to take their principal value.
The symbol z → ∞ or the statement“large z”mean |z| → ∞ with fixed arg z. The symbol
bac denotes the greatest integer less than or equal to a whereas the symbol dae denotes
the least integer greater than or equal to a. All the computations of the thesis have been
performed with the symbolic program Wolfram Mathematica 12, version 12.1.1.0.
Chapter 2
Preliminaries
The theory of Taylor series of analytical functions is well-known as it is a basic topic

in any course of mathematical analysis. It allows to represent an analytic function f (z)
around a selected point z = a by an infinite series (or a finite sum plus a remainder) given
by integer powers of (z − a), whose n−th coefficient is nothing but the n−th derivative
of f (z) evaluated at z = a and divided by the factorial of n. It is well-known that the
series is convergent in a disk around z = a whose radius is determined by the closest
singularity of f (z) to the point z = a. With the use of the classical Taylor series, we find
an approximation of f (z) near a selected point z = a. But, what to do if there are two
or more points that are important in the approximation of a function? We are thinking
for example in the problem of finding an asymptotic expansion of an Airy-type integral
with two (or more) nearby (or even coalescing) saddle points [29]; or in the study of
second-order linear differential equations in the interval [−1, 1] with initial conditions or
boundary conditions of Dirichlet, Neumann or mixed Dirichlet-Neumann type given at
the end points ±1 [42, 45, 78, 80, 156].
Furthermore, the standard Taylor series is convergent in a disk that is too small if the
singularities of the function are close to the center point z = a of the Taylor expansion.
Then, the use of multi-point Taylor expansions is much more appropriate because, as we
will see below, the lemniscate of convergence of the multi-point Taylor expansion avoids
those singular points more efficiently than the disk of convergence of the classical Taylor
series.
Taylor and multi-point Taylor expansions of an analytic funcion f (z) are valid in a
bounded domain unless the function f (z) is entire. In general they are not useful when
the variable z becomes extremely large. However, in a lot of physical problems there are
quantities that take values far from the rest. For example, in kinematics the speed of
light is extremely large compared with other speeds; in certain central potential problems
the central mass is extremely heavier than the other masses; the viscosity coefficient
of a slightly viscous fluid is small compared with other constants in fluid mechanics...
Moreover, small coefficients in boundary value problems lead to singularly perturbed
problems [37, 38, 110] which appear, for example, in fluid or gas dynamics [84, 147], heat
transfer [5, 6], atmospheric pollution [89]... Then, it is important to have solutions to
this kind of problems. And these solutions should be easy to compute, in terms of the
asymptotic parameter, as that parameter approaches a certain selected value (possibly
infinity).
13
14 Chapter 2. Preliminaries
Most of the physical or engineering problems where asymptotic parameters occur are
described by differential or integral equations whose solution admits an integral represen-
tation. For this reason, the theory of asymptotic approximations is divided in two main
areas: the asymptotic approximation of solutions of differential equations [105, 149] and
the asymptotic approximation of integrals [14, 145, 154].
The former can be directly applied to a large number of problems but, as there is
not an explicit representation for the solution to be approximated, it is usually harder
to apply. This is so because, apart from the differential equation, we need some more
extra information to consider the right solution to be estimated. On the other hand, the
solution to a lot of real problems can be written in terms of an integral by using integral
transforms (Laplace, Fourier, Mellin, etc.) or Green’s function techniques. Even further,
the problem itself may be given by means of such an integral representation.
In this thesis, we focus on the approximation of functions given by means of an integral
transform. For this reason, the asymptotic theory of integrals will be used throughout
the next chapters. The main aim of the asymptotic theory of integrals is to obtain an
approximation of a function F (z) given in the form of a parametric integral, valid as a
certain selected (asymptotic) parameter approaches a limit value. Typically, the analytic
expression of F (z) is difficult to work with and then, we seek expansions given in terms
of simpler (ideally elementary) functions.
In the later chapters of this thesis, multi-point Taylor expansions and asymptotic
expansions will be used. Then, for clarity in the exposition, the main results of these
topics, adapted to the applications that we need in the next chapters, are given in the
next two sections.
2.1 Multi-point Taylor expansions

The results of this section are a summary of the theory of multi-point Taylor expansions
given in [81, 82] and also in [77].
Take m different points z1 , z2 , . . . , zm ∈ C and assume that f (z) is an analytic function
in an open set Ω ⊂ C such that zj ∈ Ω, ∀j = 1, . . . , m. Then, the function f (z) has the
following multi-point Taylor expansion at the m base points z1 , z2 , . . . , zm :
n−1
"m #k
X Y
f (z) = pk (z) (z − zs ) + rn (z), (2.1)
k=0 s=1
where pk (z) are polynomials of degree m − 1 that can be represented by the following
Lagrange-type formula:
m Qm
s=1,s6=j (z − zs )
X
pk (z) := ak,j Qm , (2.2)
j=1 s=1,s6 = j (zj − zs )
being ak,j coefficients related with the first k derivatives of f (z) evaluated at the base
points:
" # m
" #
1 dk f (z) X 1 dk−1 f (z)/(z − zj )
ak,j := Qm + Qm .
k! dz k s=1,s6=j (z − zs )
k
l=1,l6=j
(k − 1)! dz k−1
s=1,s6 = l (z − zs)
k
z=zj z=zl
(2.3)
2.1 Multi-point Taylor expansions 15
2 2 2
z1
1 1 1
0 0 0
z1 z2 z1 z2
z2
-1 -1 -1
-2 -2 -2
-2 -1 0 1 2 -2 -1 0 1 2 -2 -1 0 1 2
Figure 2.1: Different shapes of the Cassini oval of convergence Om for m = 2 depending on
the relative size of the “radius” r and the position of the two base points z1 and z2 .
1.5 1.5 1.5
1.0 1.0 1.0

z3 z3
0.5 0.5 0.5
0.0 0.0
z2 0.0 z1 z2
z1 z2 z3 z1
-0.5 -0.5 -0.5
-1.0 -1.0 -1.0
-1.5 -1.5 -1.5

-1.5 -1.0 -0.5 0.0 0.5 1.0 1.5 -1.5 -1.0 -0.5 0.0 0.5 1.0 1.5 -1.5 -1.0 -0.5 0.0 0.5 1.0 1.5
Figure 2.2: Different shapes of the lemniscate domain Om for m = 3 depending on the relative
size of the “radius” r and the position of the base points z1 , z2 and z3 .
The multi-point Taylor remainder rn (z) in (2.1) is given by the following Cauchy’s
integral formula
Qm n I
s=1 (z − zs ) f (w)dw
rn (z) = Qm n
, (2.4)
2πi C (w − z) s=1 (w − zs )
where C is a simple closed loop contained in Ω that encircles the points z1 , z2 , . . . , zm and
z in the counterclockwise direction.
Expansion (2.1) is uniformly and absolutely convergent inside a lemniscate Om (see
figures 2.1 and 2.2), where
( m
) (m )
Y Y
Om ≡ z ∈ Ω : |z − zs | < r , r ≡ inf |w − zs | .
w∈C\Ω
s=1 s=1
If m = 1, the domain O1 is a disk and we obtain the classical Taylor series expansion; if
m = 2 the domain O2 is a Cassini oval (see figure 2.1); for m greater than 2 the lemniscate
takes different shapes depending on the relative size of the “radius” r and the position of
the base points (see figure 2.2).
In the next chapters we will need to approximate a function f (z) by means of multi-
point Taylor expansions in a way that the lemniscate of convergence Dr contains the
Im(w)
Ω
Im(w)
D Ω Im(w)
x
Re(w)
x D D
0 1/2 1 Re(w)
x
Re(w)
0 1 0 1/2 1
x
x
Ω
Figure 2.3: Lemniscates of convergence Dr with base points t1 , . . . , tm with 0 ≤ t1 < t2 <
. . . tm ≤ 1 for different number of base points m = 1 (left), m = 2 (middle) and m = 3 (right).
In the tree pictures, the crossed points represent the singularities of the given functions f (w)
and define the value of the maximal “radius” ρ. Left: f (w) = (2w + 1)−1 . Disk of radius
r0 = 1/2 < r < ρ = 1 centered at 1/2. Middle: f (w) = (5 − 16w + 16w2 )−1 . Cassini oval of
radius r0 = 1/4 < r √ < ρ = 5/16 and√foci at 0, 2 −1
√1. Right: f (w) = (20w − 8w + 1) Lemniscate
of radius r0 = 1/(12 3) < r < ρ = 13/(20 10) and foci at 0, 1/2, 1.
In every example, the lemniscate Dr contains the interval (0, 1) but avoids the singularities
of f (w). The more base points t1 , t2 ,..., tm the lemniscate Dr has, the better it avoids the
singularities of f (w), as Dr becomes more and more thinner (always containing the interval
(0, 1)) as we can see in the sequence of examples (left)-(middle)-(right).
interval [0, 1] while being contained in the analyticity region Ω of the function f (z). In
order to obtain it, we choose m different real points 0 ≤ t1 < t2 < . . . < tm ≤ 1 and we
define the quantities (m )
Y
r0 := sup |t − ts | (2.5)
t∈(0,1) s=1
and ( )
m
Y
ρ := inf |w − ts | . (2.6)
w∈C\Ω
s=1
We consider the lemniscate

( m
)
Y
Dr := w∈C: |w − ts | < r (2.7)
s=1
with r0 ≤ r ≤ ρ. The restriction r0 ≤ r assures that the interval (0, 1) is contained

in Dr whereas the restriction r ≤ ρ assures that Dr is contained in Ω. In other words,
Dr0 and Dρ are, respectively, the smallest and the largest possible lemniscates satisfying
(0, 1) ⊂ Dr ⊂ Ω. Note that the more number of base points m considered, the thinner the
convergence region Dr is (see figure 2.3). Thus, even if the function f (z) has singularities
that are located near the interval [0, 1], it is always possible to avoid those singularities
by appropriately choosing a larger number of base points t1 , . . . , tm , in order to assure
that ρ ≥ r0 , as explained in [80] in a different context.
On the other hand, we have seen above that the polynomials pk (z) in (2.1) can be
represented by a Lagrange-type formula (2.2). Alternatively, if we write pk (z) as a sum
of monomials
m−1
X
pk (z) := Ak,j z j , (2.8)
j=0
2.2 Asymptotic expansions 17
the coefficients Ak,j can be computed using the following recurrent algorithm:
Define
m
Y
U (z) = (z − ts )
s=1
and for k = 1, 2, 3, . . . , consider
φk−1 (z) − pk−1 (z)

φk (z) := , φ0 (z) = f (z).
U (z)
Then, the coefficients Ak,j , j = 0, 1, 2, . . . , m − 1 are the solution to the following Van-
dermonde linear system
    
1 t1 t21 . . . tm−1
1 Ak,0 φk (t1 )
1 t 2 t22 . . . tm−1
2
  Ak,1   φk (t2 ) 
..   ..  =  ..  , (2.9)
    
 .. .. .. ..
. . . . .  .   . 
1 tm t2m m−1
. . . tm Ak,m−1 φk (tm )
where, for k = 0, 1, 2, . . . and j = 1, 2, . . . , m, the numbers φk (tj ) are computed by means

of
φk−1 (z) − pk−1 (z) φ0k−1 (tj ) − p0k−1 (tj )
φk (tj ) = lim = Q m .
U (z) s=1,s6=j (tj − ts )
z→tj
The matrix in the system (2.9) is a Vandermonde matrix which is, in general, ill-
condicionated and some numerical care should be taken when using this method. How-
ever, in many practical examples, we take 1, 2 or at most 3 base points for the multi-point
Taylor expansion that are, in general, well-distribuited along the interval [0, 1], say t1 = 0,
t2 = 1/2 and t3 = 1. Therefore, numerical problems should not occur and this recurrent
algorithm to compute the coefficients Ak,j may be useful.
On the other hand, the function f (z) usually satisfies a certain differential equation of
the first or second order. Thence, it is usually possible to obtain a recurrence relation to
compute the coefficients Ak,j by replacing f (z) and its derivatives by their corresponding
multi-point Taylor expansion and equating the coefficients of equal powers.
2.2 Asymptotic expansions

In asymptotics, we usually use the notation due to Bachman and Landau [58, pp. 3-5]
to describe the behavior of a complex function f (z) by comparing it to another known
and simpler function g(z) as z approaches a selected value z0 (possibly infinity). In
particular, we write f (z) = O (g(z)), as z → z0 , to point out that, near the point z = z0 ,
the quotient |f (z)/g(z)| is bounded by a positive constant. In other words,
f (z) = O (g(z)) , as z → z0 ; if and only if lim |f (z)/g(z)| = L, L < ∞.

z→z0
Two particular values of L should be highlighted. On the one hand, if L = 0 we say that
f is of order less than g, and we write f (z) = o (g(z)), as z → z0 . That is,
f (z) = o (g(z)) , as z → z0 ; if and only if lim |f (z)/g(z)| = 0.

z→z0
On the other hand, if L = 1 we say that f and g are asymptotically equal at z0 and we
denote it by f (z) ∼ g(z). In other words,
f (z) ∼ g(z), as z → z0 ; if and only if lim |f (z)/g(z)| = 1.

z→z0
For properties on the O-symbols, we refer to [105, Ch. 1] or [119, Ch. 1].
These three symbols are also used in the definition of an asymptotic expansion of
a function. First, if {φn (z)}∞
n=0 is a sequence of continuous functions such that, for all
n = 0, 1, 2, . . .
φn+1 (z) = o (φn (z)) , as z → z0 , (2.10)
we say that {φn (z)}∞ n=0 is an asymptotic sequence or an asymptotic scale. Then, if
∞
{φn (z)}n=0 is such an asymptotic sequence as z → z0 and f (z) is a function that, for
every fixed n = 0, 1, 2, . . ., verifies
n−1
X
f (z) − ak φk (z) = O (φn (z)) , as z → z0 , with ak ∈ C, ∀k, (2.11)
k=0
the formal series ∞

P
n=0 an φn (z) is said to be an asymptotic expansion at z = z0 of the
function f (z). In that case, we write
∞
X
f (z) ∼ an φn (z), z → z0 . (2.12)
n=0
Many times in practice,

P∞ the limit point z0 will be clear by the context and we will
simply write f (z) ∼ n=0 an φn (z). Besides, when the limit point z0 tends to infinity
we usually obtain the asymptotic sequence φn (z) = z −n . Asymptotic expansions of this
form, where the asymptotic sequence is given by inverse powers of the asymptotic variable
z that decrease monotonically with the order n of the approximation are called Poincaré
expansions or asymptotic expansion of Poincaré-type [127].
Note that only those two properties (2.10) and (2.11) on the asymptotic scale and the
remainder are important in asymptotics. It is not important if the asymptotic expansion
on the right hand side of (2.12) is convergent for any value of z or not. Indeed, as a
convergent Taylor series fits the definition of asymptotic expansion as well, the concept
asymptotic series usually implies a divergent series at the point of infinity. Despite non-
convergence, asymptotic expansions are still a powerful tool: if we truncate the series
after a certain number of terms N we usually have as much precision as we need in
practice and many times only the first few terms of the expansion are important to
estimate the asymptotic behavior of f (z). The approximation is usually given in terms
of elementary functions and it allows to compute the approximated function in a fast
way, at the vicinity of the point z0 . For this reason, it is important to find accurate
bounds for the remainder and sometimes a study of the optimal truncation term of the
expansion is needed, a problem inherent to divergent series.
As it has been said in the introduction of this chapter, the theory of asymptotic
expansions is divided in two areas: the approximation of solutions to differential equations
and the approximation of integrals. In this thesis, we are only interested in the latter
case as we are interested in the approximation of integral transforms or special functions
admitting an integral representation. In order to obtain an asymptotic expansion of a

parametric integral we do not have a universal method that works for any given integral.
Instead, there are a lot of methods that may be applied depending on the properties of
the integrand and the integration path. Among others, we highlight Watson’s lemma,
the method of Laplace, the stationary phase method, the method of steepest descent,
the Mellin transform methods and the distributional methods [105, 119, 145, 154], that
may be found in [109] in a summarized manner.
In chapters 4, 5 and 6 of this thesis we will compare the new expansions derived in
those chapters with well-known asymptotic expansions. On the other hand, in chapters 7
and 8 we focus on some modifications of the Laplace’s method for integrals. For a better
understanding of those chapters, in the next subsections we summarize the Watson’s
lemma, the method of Laplace and a modification of the latter, from a heuristic point of
view.
2.2.1 Watson’s lemma

Watson’s lemma [150] is one of the simplest yet powerful results in the theory of asymp-
totic expansions of integrals. It can be directly applied to a lot of integrals, like for
example any Laplace’s transform. On the other hand, it is the basis of many other
method as the Laplace’s method or the steepest descent method. Basically, it consists on
termwise integration of a series expansion of a factor of the integrand. More precisely:
Theorem 2.2.1. Consider the integral
Z ∞
F (z) = e−zt g(t)dt, <z > 0, (2.13)
0
and assume the following hypotheses.

(i) The function g : R+ → C has a finite number of discontinuities.
(ii) The function g(t) has an asymptotic expansion at t = 0 of the form

∞
X n+λ
−1
g(t) ∼ gn t µ as t → 0+ ,
n=0
being λ a real or complex number with <λ > 0 and µ > 0 a positive number.
(iii) The integral (2.13) converges for sufficiently large positive values of <z.
Then the integral F (z) admits the following asymptotic expansion, for large |z|

X∞ Γ n+λ
µ
F (z) ∼ gn n+λ , z→∞ (2.14)
n=0 z µ
π
in the sector | arg z| ≤ 2
− δ < π2 .
The sector of validity of expansion (2.14) can be extended when more information on
the analytic properties of the function f (t) is available [145, pp. 14]. Generalizations of
the lemma of Watson may be found in [154, Ch. 1, §5]. Moreover, in [145, Ch. 2] we can
find a Watson’s lemma for loop integrals.
Example 1. Consider the function F (z) = ez E1 (z), where E1 (z) denotes the exponential
integral [142, eq. 6.2.2] Z ∞ −zt
e
F (z) = dt.
0 t+1
We have the expansion
∞
1 X
g(t) = = (−1)n tn , |t| < 1,
t + 1 n=0
that is convergent in any disk Dr (0) centered at t = 0 of radius r < 1. Thus, in this
particular example, expansion (2.14) reads [142, eq. 6.12.1]
∞
X (−1)n n!
F (z) ∼ , z → ∞. (2.15)
n=0
z n+1
We highlight that the series (2.15) is asymptotic, for large z, but it is not convergent
for any value of z ∈ C. The divergence of expansion (2.15) may be regarded as a penalty
for interchanging summation and integration when the disk of convergence of the Taylor
series expansion of g(t) does not contain the integration interval1 . In any case, this
is not important in asymptotics and only the two properties (2.10) and (2.11) for the
asymptotic sequence and the remainder matters.
2.2.2 The classical Laplace’s method

The method of Laplace is a generalization of the Watson’s lemma when the phase function
in (2.13) is not simply f (t) = t but a general function f (t). More precisely, we consider
integrals of the form
Z b
F (x) = e−xf (t) g(t)(t − a)s−1 dt, a < b, s>0 (2.16)
a
where either a or b or both may be infinite. For the sake of simplicity, we assume that
the asymptotic variable x > 0 is positive and large, and also that the functions f (t) and
g(t) are real for real t. On the other hand, we allow a branch point at the end integration
point t = a given by the factor (t − a)s−1 . We also assume that f (t) and g(t) are smooth
enough for t ∈ (a, b).
Laplace [59] made the observation that, for large x, the peak value of e−xf (t) occurs at
the point t = t0 where f (t) attains its minimum value. For large x, the peak is very sharp
and the main contribution of the integrand to the integral comes from the neighborhood
of that point. Then, Laplace derived the approximation
s
2π
F (x) ∼ g(t0 )(t0 − a)s−1 e−xf (t0 ) , as x → ∞,
xf 00 (t0 )
which is the first term of a full asymptotic expansion that was rigorously found by Erdélyi
[39, Ch. 2, §4].
1
Even if g(t) was an entire function, the convergence of the asymptotic expansion found after an
application of Watson’s lemma is not assured.
Erdélyi’s approach is the following: If the function f (t) has a finite number of minima
and maxima, break up the integral in a finite number of integrals and reverse the sign
of x if necessary so that in each integral f (t) reaches its minimum value at one (and
only one) point t = t0 ∈ [a, b). Then, we can perform a change of variables and apply
Watson’s lemma to the resulting integral to find an asymptotic expansion of the integral
F (x) in (2.16).
From now on, the analysis strongly depends on the position of the absolute minimum
t0 of f (t) with respect to the integration interval [a, b). We distinguish three different
cases: (i) the absolute minimum of f (t) is an interior point t0 ∈ (a, b) and it is a simple
zero of f 0 (t); (ii) t0 = a and it is a simple zero of f 0 (t); (iii) the function f (t) is strictly
increasing in [a, b) and therefore the absolute minimum of f (t) in [a, b) occurs at t0 = a,
with f 0 (a) > 0.
(i) The absolute minimum of f (t) occurs at the interior point t0 ∈ (a, b), with f 0 (t0 ) = 0
and f 00 (t0 ) > 0. Then, the graph of f (t) near the point t = t0 is that of a parabola.
For this reason, we introduce in (2.16) the change of variable t 7→ u given by
f (t)−f (t0 ) = u2 and we extend the integration limits to ±∞, since the contribution
of the tails up to ±∞ to the integral are exponentially small. We find
Z +∞
−xf (t0 ) 2
F (x) = e e−xu h(u)du, (2.17)
−∞
where h(u) := 2u (t(u) − a)s−1 fg(t(u))

0 (t(u)) . The main contribution of the integrand to
the integral occurs near the point u = 0 and, under some mild hypotheses on the
functions f (t) and g(t), it can be shown that the function h(u) has an asymptotic
expansion at u = 0 of the form
∞
X
h(u) ∼ hn un , as u → 0+ ,
n=0
where the coefficients hn may be computed by reverting the series at t = t0 of

the function u(t) implicitly defined by the change of variables. They are given
in terms of the coefficients of the asymptotic expansion of the functions f (t) and
g(t) at t = t0 . We apply Watson’s lemma to the integral (2.17): we introduce the
expansion of h(u) at u = 0 into the integral (2.17) and interchange summation and
integration. We find
∞
−xf (t0 )
X Γ(n + 1/2)
F (x) ∼ e h2n , (2.18)
n=0
xn+1/2
which is an asymptotic expansion of F (x), as x → ∞ [154, Ch. 7, §3].
(ii) The absolute minimum of the phase function f (t) occurs at one of the end integra-
tion points, say t = a, and it is a simple, critical point of f (t). We can repeat step
by step the computations of the previous case, but with two differences:
1. After the change of variable f (t) − f (t0 ) = u2 and adding the exponentially
negligible tails, the lower integration point in the integral (2.17) is not u = −∞
but u = 0.
2. The algebraic singularity t = a (which is transformed into u = 0) of the integrand

has a certain influence on the asymptotic behavior of the function F (x). Now, the
function h(u) := 2u (t(u) − a)s−1 fg(t(u))
0 (t(u)) has an asymptotic expansion at u = 0
of the form ∞
X
h(u) ∼ hn un+s−1 , as u → 0+ .
n=0
Therefore, instead of (2.18) we obtain a different asymptotic expansion of F (x) for

large x [154, Ch. 7, §3]:
∞
1 −xf (t0 ) X Γ n+s

2
F (x) ∼ e hn n+s , as x → ∞. (2.19)
2 n=0 x 2
(iii) The function f (t) is strictly incresing in [a, b) and therefore it attains its absolute
minimum at the end point t = a, but with f 0 (a) > 0. Now, the shape of the graph
of f (t) near the absolute minimum t = a is no longer a parabola, but a straight line.
Thus, we no longer perform a quadratic transformation as in the previous cases, but
a change of variable of the form f (t) − f (t0 ) = u. Then, except for exponentially
small terms, we have that
Z ∞
−xf (t0 )
F (x) = e e−xu h̄(u)du, (2.20)
0
with h̄(u) = (t(u) − a)s−1 fg(t(u))

0 (t(u)) . As in case (ii), the branch point t = a (trans-
formed into u = 0) has a certain influence on the asymptotic expansion of h̄(u) at

u = 0 and we find ∞
X
h̄(u) = hn un+s−1 , as u → 0+ .
n=0
Then, Watson’s lemma yields the asymptotic expansion [154, Ch. 7, §3]
∞
−xf (t0 )
X Γ (n + s)
F (x) ∼ e hn , as x → ∞. (2.21)
n=0
xn+s
This exposition of the Laplace’s method is more intuitive than rigorous. For details
on the assumptions for the functions f (t) and g(t), the sector of validity of the expansions
for complex values of z and also for a proof of these results, we refer to [105, Ch. 3, §7],
[145, Ch. 3], [154, Ch. 2, §1]. If the integral (2.16) was defined along a complex path,
the saddle point method should instead by applied [105, Ch. 4, §§6 and 7], [145, Ch. 4],
[154, Ch. 2, §4].
Probably, the most important expansion derived by an application of Laplace’s method

is the one of the Euler’s gamma function, defiend by [4, eq. 5.2.1.]
Z ∞
Γ(z) = e−t tz−1 dt, (z > 0).
0
The method of Laplace can not be direcly applied to this integral, as the absolute ex-
tremum of the integrand is attained at a point that depends on the asymptotic variable
z. However, after a straightforward change of variables, the method can be applied and
the following expansion may be derived [4, eq. 5.11.3]
1/2
−z z 2π 1 1
Γ(z) ∼ e z 1+ + + ... , as z → ∞,
z 12z 288z 2
whose first term is the famous Stirling’s formula [134] for the factorial of a large integer
number. A simple and explicit formula for the coefficients between brackets of the right
hand side of this asymptotic expansion may be found in [91].
Note that the expansions obtained by the classical Laplace’s method are, in general,
divergent. Even if the function h(u) admits not only an asymptotic series at u = 0,
but a Taylor series, the radius of convergence is usually small and does not contain
the integration interval (see example 1). In other words, the price to pay for deriving
expansions (2.18), (2.19) or (2.21) by interchanging summation and integration is that
the expansions usually diverge. Consequently, accurate error bounds and a study of the
optimal truncation term are usually needed in practice, although many times the first
term of the expansion gives enough information on the asymptotic behavior of F (x).
Also, if the asymptotic variable x is large enough, we can obtain as many precision as
required.
In any of the three cases (i), (ii) or (iii), the asymptotic sequence is easy to compute
as it is nothing but inverse powers of the asymptotic variable x, that is, it is a Poincaré-
type asymptotic sequence. In contrast, the coefficients hn of the expansion involve the
reversion of the series of h(u) or h̄(u), a function defined implicitly by the change of
variables f (t) − f (t0 ) = u2 or f (t) − f (t0 ) = u. Traditional textbooks on asymptotics
[105, 154] do not give explicit formulas for those coefficients, but rather an indication on
how to compute the first few. Nevertheless, some more or less explicit representations of
these coefficients can be found in the literature: Perron’s formula [125] gives them in terms
of the derivatives of an explicit function whereas Lauwerier [60] derives a formula for the
coefficients in the form of an integral of an exponential, a power function and a polynomial
pn that must be computed recursively using a n−terms recurrence that involves integrals.
On the other hand, Wojdylo [152, 153] found a recurrence formula for the coefficients of
the Laplace expansion in terms of partial ordinary Bell polynomials. More recently, based
on those expressions, Nemes [92] obtained a formula for the coefficients given in terms of
ordinary potential polynomials. In any case, those formulas to calculate the coefficients hn
after an aplication of Laplace’s method involve the computation of combinatorial objects
whose complexity increases with the number of terms considered. In order to circumvent
this problem, a modification of Laplace’s method for integrals was introduced in [74].
2.2.3 A modification of the method of Laplace

The main drawback of the classical Laplace’s method for integrals explained in the previ-
ous subsection is that there is not an explicit, closed formula for the coefficients hn of the
asymptotic expansion as those coefficients are defined by reverting a certain series that
is given implicitly by a change of variables. In [74] this problem has been solved in the
most simple way: by not creating it. That change of variables is an artifical tool used to
obtain a monomial u or u2 in the exponent of the exponential inside the integral in the
right hand side of (2.16). Then, the key idea introduced in [74] is to avoid that change of
variables and instead to obtain a monomial in the exponent of the exponential in (2.16)
by considering the first non-constant and non-vanishing term of the Taylor expansion of
f (t) at the asymptotically relevant point t = t0 (the absolute minimum of f (t) in [a, b]).
More precisely, the modification of the Laplace’s method introduced in [74] works as
follows: we consider again the integral (2.16) being (a, b) a real (may be unbounded)
interval and f (t), g(t) smooth enough functions. Without loss of generality we assume
that s ∈ (0, 1]. We also assume that f (t) is real-valued and that it has a unique absolute
minimum at t = t0 ∈ [a, b). We also require that the functions f (t) and g(t) have a
Taylor series expansion2 at t = t0 with common radius of convergence r > 0. Let m ∈ N
denote the first non-vanishing derivative of f (t) at t = t0 , that is, f 0 (t0 ) = f 00 (t0 ) =
. . . f (m−1) (t0 ) = 0 and f (m) (t0 ) > 0. If t0 ∈ (a, b) is an interior point, then m is even. We
consider also the remainder function
f (m) (t0 )
fm (t) := f (t) − f (t0 ) − (t − t0 )m
m!
and we split the exponential in the form
f (m) (t0 )
(t−t0 )m
e−xf (t) = e−xf (t0 ) e−x m! e−xfm (t) .
For large x > 0, the main contribution of the integrand to the integral comes from the
neighborhood of the point t = t0 . But moreover, the contribution of the factor e−xfm (t) to
f (m) (t0 )
(t−t0 )m
the integral is subdominant compared with the contribution of e−x m! . There-
fore, we re-write the integral (2.16) in the form
Z b f (m) (t0 )
−xf (t0 ) (t−t0 )m
F (x) = e e−x m! h(t, x)dt, h(t, x) = e−xfm (t) g(t)(t − a)s−1 . (2.22)
a
In this manner, we have obtained the dominant monomial (t − t0 )m in the exponent

of the exponential while avoiding the change of variables that characterises the classical
Laplace’s method. The price to pay is that now, the asymptotic variable x also appears in
the function h(t, x) but, as we will see below, this will not spoil the asymptotic character
of the expansion. We consider the Taylor series expansion of h(t, x) at the asymptotically
dominant point t = t0 , as x → ∞:
∞
X
h(t, x) = hn (x)(t − t0 )n+s−1 , |t − t0 | < r, (2.23)
n=0
with s ∈ (0, 1] if t0 = a and s = 1 otherwise.

The coefficients hn (x) can be computed by means of an explicit, closed formula in
terms of the Taylor coefficients An (x) and Bn at t = t0 of the functions e−xf (t) and
g(t)(t − a)s−1 respectively [74, eq. 12]:
bn/mc
X xk f (m) (t0 ) k n−mk
X
xf (t0 )
hn (x) = e Aj (x)Bn−mk−j . (2.24)
k=0
k! m! j=0
2
This condition may be relaxed and require only that both, f (t) and g(t) have an asymptotic expan-
sion at t = t0 .
When we introduce the expansion (2.23) into (2.22), interchange summation and inte-
gration and extend (if necessary) the integration interval up to ±∞, we obtain [74, eq.
19]
∞
" n+s #
n

X 1 + (−1) β n + s m! m
F (x) ∼ e−xf (t0 ) hn (x) Γ , as x → ∞,
n=0
m m f (m) (t0 )x
(2.25)
with β = 0 if t0 = a and β = 1 otherwise. Expansion (2.25) is in fact an asymptotic
expansion of F (x) for large x, although this is not obvious as the coefficients hn (x) depend
on the asymptotic variable x. However, in [74] it has been shown that the coefficients
hn (x) are polynomials in x of degree b np c, where p > m denotes the first non-vanishing
derivative of f (t) at t = t0 after the m−th derivative. Thus, the terms of the expansion
n+s
(2.25) between brackets are O xbn/pc− m , as x → ∞. They do not constitute a genuine
Poincaré sequence that decrease monotonically with the order n of the approximation in
the form x−n , but in the form of a sawtooth.
Chapter 3
Uniform Expansions of
Integral Transforms
As it has been pointed out in the introduction 1, in this chapter we face the challenge of
designing a new theory of uniform approximation of parametric integrals satisfying the
following three properties:
(a) The expansion holds uniformly for large and small values of a certain selected variable
z.
(b) The expansion is convergent.
(c) The terms of the expansion are elementary functions of z.
To this end, we consider an integral transform of a function g(t) with kernel h(t, z) of
the form Z b
F (z) = h(t, z)g(t)dt, (3.1)
a
where we assume that (a, b) is a bounded or unbounded interval and h(·, z)g(·) is inte-
grable on (a, b). We also assume that g(t) is analytic in a region Ω ⊂ C that includes the
open set (a, b) ⊂ Ω. It could be that the function F (z) depends on other extra variables
that we assume to be included in h and/or g. So, we omit their explicit indication as we
are interested in the function F (z) as a function of a single (selected) variable z. Then,
most of the special functions of the mathematical physics can be written in the form of
an integral transform like (3.1) (see [106, 108]).
Moreover, after splitting the integration interval if necessary and performing an affine
change of variables on (3.1), we may assume that the integration interval (a, b) is whether
[0, 1] if [a, b] was bounded or [0, ∞) if (a, b) was unbounded. That is, we consider that
the function F (z) in (3.1) is one of the following two:
Z 1 Z ∞
F (z) = h(t, z)g(t)dt, or F (z) = h(u, z)g(u)du, (3.2)
0 0
with (0, 1) ⊂ Ω in the first case and (0, ∞) ⊂ Ω in the second case. But moreover,
after a change of variable that transforms the unbounded interval (0, ∞) into the unit
interval (0, 1) we can reduce the study of the second case of (3.2) to the first one. Such a
27
28 Chapter 3. Uniform expansions of integral transforms
change of variable can be, for example, logarithmic: u = − log t. In this case, we identify
h(− log t, z)/t with h(t, z) and g(− log t) with g(t). Therefore, without loss of generality,
we study integral transforms of a function g(t) with kernel h(t, z) of the form
Z 1
F (z) = h(t, z)g(t)dt, z ∈ D, (3.3)
0
where D is a bounded or unbounded region of the complex plane. In general, the logarith-
mic change of variables u = − log t or any other change that transforms the unbounded
interval (0, ∞) into the interval (0, 1) makes the point t = 0 and/or t = 1 in (3.3) a singu-
lar point of g(t). Then, in the later analysis of the integral (3.3) we consider four different
cases, depending on whether the end points 0 and 1 of the integration interval are regular
or singular points of the function g(t), which, as we will see, will be an essential aspect of
the analysis. In other words, we consider four different situations concerning the position
of the end points 0 and 1 with respect to Ω:
1. [0, 1] ⊂ Ω. That is, none of the end points are singular points of g(t).
2. (0, 1] ⊂ Ω but [0, 1] ( Ω. In other words, 0 is a singular point of g(t).
3. [0, 1) ⊂ Ω but [0, 1] ( Ω. Then, 1 is a singular point of g(t).
4. (0, 1) ⊂ Ω but [0, 1] ( Ω. Both end points 0 and 1 are singular points of g(t).
The main idea to derive a uniform expansion of the integral F (z) in (3.3) is to con-
sider the multi-point Taylor expansion of the function g(t) at selected points such that
(0, 1) ⊂ Dr ⊂ Ω, where Dr is the lemniscate of convergence of the chosen multi-point
Taylor expansion of g(t). Then, replace g(t) in (3.3) by that expansion and interchange
summation and integration. Under some hypotheses that we state in the next section
and with accurate bounds for the remainder, we will show that this method produces an
expansion of F (z) satisfying the following three properties:
(a) The expansion is uniform 1 for z in an unbounded subset D ⊂ C such that D̄ contains
the point z = 0. Note that we are using the classical meaning of uniform of the
mathematical analysis: for any order n of the approximation Fn (z), the absolute
error |F (z) − Fn (z)| ≤ Mn for any z ∈ D, with Mn independent of z. That is, the
expansion is valid for both large and small values of |z|.
(b) The expansion is convergent. That is, the remainder of the expansion, Rn (z) :=
F (z) − Fn (z), vanishes as n → ∞, for any z ∈ D.
(c) The terms of the expansion are elementary functions of z.
To ensure that properties (a), (b) and (c) are satisfied, the following assumptions on the
functions h(t, z) and g(t) are considered:
(i) The function h(t, z) can be dominated by an integrable function H(t) on [0, 1] in
the sense that |h(t, z)| ≤ H(t) for all z ∈ D and for all t ∈ [0, 1].
1
This use of uniform expansion shall not be confused with the notion of “uniform expansions” used in
asymptotics. In asymptotics, the term “uniform expansion” is used to refer to an expansion of a function
of several variables that remains valid as a certain selected parameter crosses a critical value.
29
(ii) The function g(t) is analytic in a region Ω ⊂ C that contains the open set (0, 1) ⊂ Ω.
R1
(iii) The moments of the function h(t, z), M [h(·, z); k] := 0
h(t, z)tk dt are elementary
functions of z.
Then, when 0 ∈ D the requirement (i) implies the property (a). The requirement (ii)
assures the property (b) and the requierement (iii) guarantees the property (c).
Compare the above mentioned idea with the convergent (Taylor) expansions or the
asymptotic expansions of F (z). Roughly speaking, the former are found by replacing
h(t, z) in the integrand of the integral (3.3) that defines F (z) by its Taylor expansion, as
a function of z, at z = 0; whereas the latter are found in a similar way, but considering
the asymptotic expansion of g(t) at the asymptotically relevant point of h(t, z). Then, in-
terchanging summation and integration we find expansions of F (z) that are, respectively,
convergent or asymptotic. However, in general, those expansions do not hold uniformly
in z. They are useful and accurate for small (convergent) or large (asymptotic) values
of the variable z. But their validity is local, that is, they are useless when we want to
evaluate the function away from small (convergent) or large (asymptotic) values of z.
On the other, an expansion satisfying the three properties (a), (b) and (c) listed above
is globally more satisfactory as it is valid in a large region of the complex plane, that
contains small and large values of the selected variable z (see figure 1.1 in chapter 1 for
an illustration of this discussion).
Moreover, imagine that a certain special function F (z) admitting an integral repre-
sentation of the form (3.3) appears in a certain computation like for example a factor of
the integrand of an integral or in a differential equation. In general, neither the Taylor se-
ries expansions nor the asymptotic approximations can replace the function F (z) in that
computation, as they do not hold in a large enough region (range of integration, domain
of the differential equation...). In contrast, an expansion satisfying the three properties
(a), (b) and (c) is uniformly valid in a large set of the complex plane and therefore it can
be used to replace the function F (z) in that computation. As the approximation is given
in terms of elementary functions, it should be easier to work with it instead of dealing
with the function F (z), whose analytical expresion can be more involved.
Using the above described procedure, uniform expansions of some particular special
functions F (z) (for particular functions h(t, z) and g(t) in the right hand side of (3.3))
and satisfying the properties (a), (b) and (c) above) have been obtained in [66] (Bessel
functions), [19] (incomplete gamma function), [20] (confluent hypergeometric function),
[44] (incomplete beta function), [43] (Gauss hypergeometric function), [69] (generalized
hypergeometric functions p−1 Fp and p Fp ) and [21, 22] (symmetric elliptic functions). A
brief summary of these expansions is relegated to the next chapter but, as we will see,
in all these examples, the derived expansions satisfy properties (a), (b) and (c) listed
above. In this chapter of the thesis, we show that this is not a coincidence but those are
just particular examples of a general theory: the theory of uniform expansions of integral
transforms.
This general theory has been developed in the paper [77].
3.1 Hypotheses
In this section, we clearly set the hypotheses required for the two factors h(t, z) and g(t) in
the integrand of (3.3) pointed out above. As we have already mentioned, we assume that
g(w) is an analytic function in an open region Ω that contains the integration interval
[0, 1] except, possibly, for an integrable singularity at w = 0 and/or at w = 1. More
precisely:
Hypothesis 1. We assume that g(w) is analytic in an open region Ω that contains
the interval (0, 1) and the function f (w) := w1−σ (1 − w)1−γ g(w), with 0 < σ, γ ≤ 1 is
bounded in Ω. In particular, according to the four different situations that we may find
concerning the position of the end points 0 and 1 with respect to Ω, we have:


 σ =1 and γ = 1, in case 1, [0, 1] ⊂ Ω.

σ <1 and γ = 1, in case 2, (0, 1] ⊂ Ω but [0, 1] ( Ω.


 σ =1 and γ < 1, in case 3, [0, 1) ⊂ Ω but [0, 1] ( Ω.
(0, 1) ⊂ Ω but [0, 1] ( Ω.

σ <1 and γ < 1, in case 4,
We have also mentioned above that the function h(t, z) is majorized by an integrable
function H(t) on [0, 1], for all z ∈ D. In particular:
Hypothesis 2. We assume that |h(t, z)| ≤ Htα (1 − t)β for (t, z) ∈ [0, 1] × D, with
H > 0 a positive number independent of z and t and the parameters α and β satisfying
α + σ > 0 and β + γ > 0.
Observe that it is natural to assume this form for the bound of the function h(t, z) as
the product h(·, z)g(·) must be integrable in [0, 1]. Also, we could consider H not to be a
constant, but an integrable function on [0, 1] independent of z. The price to pay by doing
so is too high, as working with that H(t) function would be much more cumbersome
and the advantage would not be that great, as the requirement “H constant” is usually
enough in practice.
Hypothesis 3. We can choose m different base points 0 ≤ t1 < t2 < . . . < tm ≤ 1
such that the lemniscate (2.7) of convergence of the multi-point Taylor expansion of g(t)
satisfies (0, 1) ⊂ Dr ⊂ Ω, that is, r0 ≤ r ≤ ρ (see equations (2.5) and (2.6) in chapter 2
for the definition of the minimal and maximal “radius” r0 and ρ respectively).
Note that, as it is explained in [80] (in a different context), if (0, 1) ⊂ Ω we can always
find an appropriate selection of the base points t1 , . . . , tm to assure that r0 ≤ ρ and we
can take a “radius” r such that r0 ≤ r ≤ ρ or, equivalently, (0, 1) ⊂ Dr ⊂ Ω.
Recall the expresion (2.1) for the multi-point Taylor expansion of an analytic function
g(z):
n−1
"m #k
X Y
g(z) = pk (z) (z − ts ) + gn (z), (3.4)
k=0 s=1
where pk (z) is a polynomial in z of degree m − 1 (see section 2.1 in chapter 2) and gn (z)
is the multi-point Taylor remainder that can be represented by the following Cauchy’s
integral (see (2.4))
Qm n I
s=1 (z − ts ) g(w)dw
gn (z) := Qm n
, z ∈ Dr . (3.5)
2πi Γ (w − z) s=1 (w − ts )
3.2 Analysis of the remainder gn (t) 31
In this formula, the integration contour Γ ⊂ Ω is the boundary of a lemniscate Dr−ε ,

with r − ε > 0 and small enough ε such that Γ ⊂ Ω:
( m
)
Y
Γ := z ∈ Ω : |z − ts | = r − ε ⊂ Ω.
s=1
When w = t ∈ (0, 1) and [0, 1] ⊂ Ω (case 1) we may choose the base points ts ,
s = 1, 2, . . . , m such that Γ ⊂ Ω with ε = 0. In the other three cases (cases 2, 3 and
4), when [0, 1] ( Ω it is not possible to take ε = 0 as the contour Γ would contain the
singular points t = 0 and/or t = 1. Notwithstanding, for any t ∈ (0, 1) and small enough
ε, the contour Γ encircles not only the base points t1 , t2 , . . . , tm but also the point t. But,
moreover, in any of the four cases, and in particular in cases 2, 3 and 4, the integral in the
right hand side of (3.5) is a (constant) function of ε as it is the integral of an integrable
function. Therefore, we can consider the limit ε → 0 and consider that the “radius” of the
lemniscate in the above integral equals r. Then, this limit lemniscate Dr ( Ω although
Dr \ {0, 1} ⊂ Ω. Then, we may consider that the “radius” r of the lemniscate boundary
Γ that defines the integration contour in (3.5) is such that the interval [0, 1] ⊂ Dr .
3.2 Analysis of the remainder gn(t)

In this section we derive a bound for the remainder gn (t) (3.5), t ∈ (0, 1) of the multi-
point Taylor expansion of g(t) (3.4). The analysis strongly depends on the case 1-4
under consideration as it is more involved when one or both end points of the integration
interval, t = 0 and/or t = 1 are singular points of g(t) (cases 2, 3, 4). For each case,
we choose different base points t1 , t2 , . . . , tm and we consider a different lemniscate Drj ,
j = 1, 2, 3, 4, whose “radius” must satisfy r0 ≤ rj ≤ ρ, j = 1, 2, 3, 4 (recall the definition
of the minimal and the maximal radius r0 and ρ respectively (see (2.5) and (2.6))). As
we will see below, the first and/or last base points chosen, t1 and/or tm will play a crucial
role in the later analysis of the remainder. More precisely, the base points and “radius”
are chosen satisfying:
Case 1: We choose m different base points 0 ≤ t1 < t2 < . . . < tm ≤ 1.

The “radius” r1 of the lemniscate Dr1 must satisfy the inequality r1 ≥ r0 ≥
max{ s=1 ts , m
Qm Q
s=1 (1 − ts )}.
Case 2: We Q have to choose Q t1 > 0. The “radius” r2 of the lemniscate Dr2 must
satisfy r2 := m t
s=1 s ≥ r 0 > m
s=1 (1 − ts ). This condition assures that the interval
(0, 1] ⊂ Dr2 . The point 0 ∈ / Dr2 but 0 ∈ D̄r2 .
Case 3: We Q have to choose tm <Q 1. The “radius” r3 of the lemniscate Dr3 must
satisfy r3 := s=1 (1 − ts ) ≥ r0 > m
m
s=1 ts . This condition assures that the interval
[0, 1) ⊂ Dr3 . The point 1 ∈/ Dr3 but 1 ∈ D̄r3 .
Case 4: We have toQchoose 0Q < t1 < tm < 1. The “radius” r4 of the lemniscate Dr4
must satisfy r4 := s=1 ts = m
m
s=1 (1 − ts ). This condition assures that the interval
(0, 1) ⊂ Dr4 . The points 0, 1 ∈
/ Dr4 but 0, 1 ∈ D̄r4 .
With this election of the base points t1 , . . . , tm and of the “radius” rj of the lemniscate
Drj in each of the four cases j = 1, 2, 3, 4, and taking into account the above observation
Case 1 Case 2
Case 3 Case 4
Figure 3.1: A possible election of appropriate base points in the case m = 3. We have taken:
Case 1 (top left) t1 = 0, t2 = 1/2, t3 = 1 and r1 = 1/20 > r0 . Case 2 (top right) t1 = 1/10,
t2 = 1/2, t3 = 1 and r2 = t1 t2 t3 = 1/20 = r0 . Case 3 (bottom left) t1 = 0, t2 = 1/2, t3 = 9/10
and r3 = (1 − t1 )(1 − t2 )(1 − t3 ) = 1/20 = r0 . Case 4 (bottom right) t1 = 1/14, t2 = 1/2,
t3 = 13/14 and r4 = t1 t2 t3 = 13/392 = r0 .
on the integration contour Γ, we assume that the integration path is, in each of the four
cases, the boundary of the corresponding lemniscate Drj , that is, Γrj := ∂Drj . In figure
3.1 we show a possible selection of the base points and “radius” with m = 3 in the four
different cases 1-4.
In the remaining of this section we find sharp bounds for the remainder gn (t) in all
four cases 1-4.
Case 1. From the definition of Dr1 it is clear that m

Q Qm
s=1 Q|t − ts | < s=1 |w − ts | = r1
for any t ∈ [0, 1] and w ∈ Γr1 . Therefore, r1 / supt∈(0,1) m s=1 |t − ts | := a > 1 and
from (3.5)
|g(w)|dw
I
1 M
|gn (t)| ≤ n
= n, t ∈ [0, 1], (3.6)
2πa Γr1 |w − t| a
with M > 0 a constant independent of t and n.
Qm Qm
Case 2. From the definition of D r2 we have that s=1 |t − t s | < s=1 |w − ts | = r2
for any t ∈ [t1 , 1], but s=1 |t − ts | ≤ s=1 |w − ts | = r2 := m
Qm Qm Q
s=1 |ts | for any
t ∈ [0, t1 ] and w ∈ Γr2 . Then, for any t ∈ [t1 , 1] we may derive a similar bound to
the one derived in case 1:
|g(w)|dw
I
1 M
|gn (t)| ≤ n
= n, t ∈ [t1 , 1],
2πa Γr2 |w − t| a
with M > 0 and a > 1 independent of t and n.

However, for t ∈ [0, t1 ] we must be more careful because if we proceeded in the same
way, we would obtain a similar bound but with a = 1, that is, |gn (t)| ≤ M . Then,
we would not have enough information to deduce that the remainder vanishes as
n → ∞. That is, we would not be able to show that the expansion is convergent.
Qm
Instead, we seek a sharper bound for the remainder gn (t). We note that s=1 |w −
ts | = m
Q
|t
s=1 s | for w ∈ D r2 and also that |t − t s | ≤ ts for s = 2, 3, . . . , m and
3.2 Analysis of the remainder gn (t) 33
t ∈ [0, t1 ]. We also use hypothesis 1, namely, that f (w) := w1−σ g(w) is bounded in
Dr2 , with 0 < σ < 1. Then, from (3.5) we find, for t ∈ [0, t1 ]:
Qm
|t − ts |n |wσ−1 f (w)| (t1 − t)n |wσ−1 f (w)|
I I
1 s=1
|gn (t)| ≤ Qm dw ≤ M dw,
2π s=1 |ts |
n
Γr2 |w − t| tn1 Γr2 |w − t|
with M > 0 independent of t and n. We perform now the change of variables

w 7→ tw to find
(t1 − t)n σ−1 |wσ−1 f (tw)|

I
|gn (t)| ≤ M t dw, t ∈ (0, t1 ],
tn1 Γr2 /t |w − 1|
where the integration contour is the scaled lemniscate boundary Γr2 /t:

t1 t2 tm r2
Γr2 /t = w ∈ C : w − w− ··· w − = m .
t t t t
For any t > 0, the most left point of this scaled lemniscate is the point w = 0
and the most right point is the point w = t0 /t, where t0 is the most right point of
the lemniscate boundary Γr2 . In the limit t → 0 the scaled lemniscate boundary
Γr2 /t becomes the imaginary axis traversed downwards. In this path, we have that
|f (wt)| ≤ M0 , with M0 > 0 independent of w ∈ Γr2 /t and t > 0 and the integral
|wσ−1 |
I
dw, 0<σ<1 (3.7)
Γr2 /t |w − 1|
can be bounded by a constant that is independent of t. Therefore, for any t ∈ (0, t1 ]

we find the bound
M (t1 − t)n tσ−1

|gn (t)| ≤ , t ∈ (0, t1 ], (3.8)
tn1
for some constant M > 0 independent of t and n.
Case 3. It is similar to the previous studied case 2, but interchanging the roles
of the points w = 0 and w = 1 and the lemniscates Dr2 and Dr3 . That is, case 3
becomes case 2 after the change of variables w 7→ 1−w, considering the factorization
g(w) = (1 − w)γ−1 f (w) instead of g(w) = wσ−1 f (w), the “radius” r3 instead of r2
and reversing the order of the points t1 , t2 , . . . , tm . Then, for t ∈ [0, tm ] we obtain
a bound similar to the bound obtained in the case 1:
M
|gn (t)| ≤ , t ∈ [0, tm ],
an
with M > 0 and a > 1 independent of t and n. On the other hand, for t ∈ [tm , 1)
we find
(t − tm )n (1 − t)γ−1
|gn (t)| ≤ M , t ∈ [tm , 1), (3.9)
(1 − tm )n
with 0 < γ < 1 given in hypothesis 1 and M > 0 independent of t and n.
C1
Re(w)=1/2
t
0 t1 t3 1
C0
Figure 3.2: Case 4: The lemniscate Γr4 is divided into two mirror half-lemniscates C0 and C1
after cutting Γr4 with the vertical line <w = 1/2. In this example, m = 3, t1 > 0, t2 = 1/2 and
t3 = 1 − t1 .
Case 4. From the definition of Dr4 we have that m

Q Qm
s=1 |t − ts | < s=1 |w − ts | = r4
for any t ∈ [t1 , tm ] and w ∈ Γr4 . Then, for t ∈ [t1 , tm ] we may derive a similar
bound to the one derived in case 1:
M
|gn (t)| ≤ , t ∈ [t1 , tm ],
an
with M > 0 and a > 1 independent of n and t.
For t ∈ (0, t1 ] and t ∈ [tm , 1) we must find a sharper bound for gn (t), similar to the
ones found in cases 2 and 3. We only consider now the case t ∈ (0, t1 ], as the case
[tm , 1) is similar, since the same simmetry between cases 2 and 3 applies here as well.
We also consider that the base points ts are symmetrically distribuited with respect
to the middle point of the integration interval t = 1/2. This condition is superfluous
and could be eliminated but it would not provide more generality. Then, for the
sake of simplicity in the analysis, we assume that symmetric distribution of the base
points ts . We divide the lemniscate Γr4 into two mirror half-lemniscate C0 and C1 ,
obtained after cutting Γr4 with the vertical line <w = 1/2. Then, Γr4 = C0 ∪ C1
(see figure 3.2).
We use, in both half-lemniscates C0 and C1 , that |t − ts | ≤ |ts | for s = 2, 3, . . . , m
and that |w − t1 | ≥ t1 . Moreover, in C0 we use the factorization g(w) = wσ−1 f0 (w),
with f0 (w) = (1 − w)γ−1 f (w) bounded in C0 . Then, we have
(t1 − t)n |wσ−1 f0 (w)| (t1 − t)n |g(w)|

I I
|gn (t)| ≤ n
dw + n
dw, t ∈ (0, t1 ].
2πt1 C0 |w − t| 2πt1 C1 |w − t|
(3.10)
In the integral along C1 we simply use that |w − t| ≥ c > 0, for any t ∈ [0, t1 ] and
w ∈ C1 , with c independent of t. Besides, as g(w) is integrable, the second integral
in (3.10) can be bounded by a certain constant M > 0 independent of t and n. But,
on the first integral, we have to be more careful. We perform a change of variable
w 7→ tw, similar to the one performed in the previous case 2. We find
|wσ−1 f0 (w)| |wσ−1 f0 (wt)| |wσ−1 |

I I I
σ−1 σ−1
dw = t dw ≤ M0 t dw
C0 |w − t| C0 /t |w − 1| C0 /t |w − 1|
(3.11)
3.3 A uniform convergent expansion of the integral F (z) 35
where we have used that f0 (t) is bounded in C0 . In this formula, M0 > 0 is a

constant independent of t and n and the integration contour C0 /t is the scaled
half-lemniscate contour. For any t > 0 the most left point of the scaled half-
lemniscate is the point w = 0 whereas the most right points are the two points w
that satisfy <w = 1/(2t). In the limit t → 0 the scaled half-lemniscate becomes
the imaginary axis traversed downwards. Then, for any t ∈ [0, t1 ] the integral on
the right hand side of (3.11) is finite. Therefore, the remainder gn (t) in (3.10) is
bounded by means of
(t1 − t)n tσ−1 (t1 − t)n (t1 − t)n tσ−1

|gn (t)| ≤ M 0 + M̄ ≤ M , t ∈ (0, t1 ],
tn1 tn1 tn1
with 0 < σ < 1 given in hypothesis 1 and a certain constant M > 0 independent
of t and n.
A similar analysis shows that, for t ∈ [tm , 1),
(t − tm )n (1 − t)γ−1
|gn (t)| ≤ M , t ∈ [tm , 1),
(1 − tm )n
with 0 < γ < 1 and a certain constant M > 0 independent of t and n.
These sharp bounds for the remainder gn (t) in the four analyzed cases 1-4 are going
to be used in the next section, where we derive the main result of this chapter: a uniform
convergent expansion of the integral F (z) given in (3.3).
3.3 A uniform convergent expansion of the integral F (z)

We state the result in the form of a theorem:
Theorem 3.3.1. Assume that hypotheses 1-3 of section 3.2 for the functions g(t) and
h(t, z) and for the base points t1 , t2 , . . . , tm of the multi-point Taylor expansion of g(t)
hold. Then, for n = 1, 2, 3, . . . , and z ∈ D,
Z 1 n−1 m−1
X X
F (z) = h(t, z)g(t)dt = Ak,j M [h(·, z); k, j] + Rn (z), (3.12)
0 k=0 j=0
where Ak,j are the multi-point Taylor coefficients of the function g(t) at the base points
t1 , t2 , . . . , tm (see formulas (2.1), (2.2), (2.8) and (2.9) in chapter 2), and M [h(·, z); k, j]
are the multi-point moments:
" m
#k
Z 1 Y
M [h(·, z); k, j] := h(t, z) (t − ts ) tj dt (3.13)
0 s=1
On the other hand, the remainder Rn (z) may be bounded in the form

1 n! Γ(α + σ) n! Γ(β + γ)
|Rn (z)| ≤ M H n + A +B , (3.14)
a Γ(n + α + σ + 1) Γ(n + β + γ + 1)
with 

(0, 0) in case 1,

(1, 0) in case 2,
(A, B) :=


(0, 1) in case 3,

(1, 1) in case 4.
Furthermore, the constants H > 0 and M > 0 are independent of t and n and have been
respectively introduced in hypothesis 2 of section 3.1 and in the analysis of the remainder
gn (t) in section 3.2. The parameters α, β, σ and γ are defined in hypotheses 1 and 2
and a > 1, derived in section 3.2, is independent of t and n.
Therefore, expansion (3.12) is uniformly convergent for z ∈ D in any of the four
cases 1-4, but we note that the rate of convergence strongly depends on the case under
consideration: the convergence is of exponential type in case 1, that is, Rn (z) = O(a−n );
whereas it is of power type in the remaining cases, Rn (z) = O(n−δ ), for some δ > 0.
More precisely, as n → ∞,
Rn (z) = O a−n + An−σ−α + Bn−γ−β .

(3.15)
Proof. Consider the multi-point Taylor expansion (2.1) of the function g(t) at the base
points t1 < t2 < . . . < tm , with representation (2.8) of pk (t), that converges in the
lemniscate Dr , with (0, 1) ⊂ Dr ⊂ Ω and r = r1 , r2 , r3 or r4 depending on the case 1-4
under consideration. Replace g(t) on the left hand side of (3.12) by that multi-point
Taylor expansion and interchange summation and integration to find the right hand side
of (3.12), with
Z 1
Rn (t) := h(t, z)gn (t)dt. (3.16)
0
Note that, by hypotesis 2, the multi-point moments (3.13) of h(t, z) exists. It remains to
show that the remainder Rn (z) can be bounded as in (3.14). The analysis is different in
the four cases 1-4.
Case 1. From the analysis of the remainder gn (t) in section 3.2, case 1, it is clear
that |gn (t)| ≤ M a−n for all t ∈ [0, 1], with M > 0 and a > 1 independent of t and
n. Then, if we introduce this bound into (3.16) we get (3.14) with A = B = 0.
Case 2. From the analysis of the remainder gn (t) in section 3.2, case 2, we have
that |gn (t)| ≤ M a−n , with M > 0 and a > 1 independent of t and n, for t ∈ [t1 , 1]
n σ−1
and we have that |gn (t)| ≤ M (t1 −t)tn t , for t ∈ (0, t1 ]. Then, we write
1
Z t1 Z 1
Rn (z) = h(t, z)gn (t)dt + h(t, z)gn (t)dt.
0 t1
We introduce the above bounds of gn (t) and the bound h(t, z) ≤ Htα given in
hypothesis 2 to find
M H t1
Z Z 1
n α+σ−1 MH α+σ MH
|Rn (z)| ≤ n (t1 −t) t dt+ n = M Ht1 tα+σ−1 (1−t)n dt+ n .
t1 0 a 0 a
Using the definition of Euler’s beta function [4, eq. 5.12.1] and the fact that 0 <
tα+σ
1 ≤ 1 we find the bound (3.14) with A = 1, B = 0.
Case 3. It is similar to the previous case. We write

Z tm Z 1
Rn (z) = h(t, z)gn (t)dt + h(t, z)gn (t)dt.
0 tm
In the first integral, we have |gn (t)| ≤ M a−n , with M > 0 and a > 1 independent
)n (1−t)γ−1
of t and n, whereas in the second integral we have |gn (t)| ≤ M (t−tm(1−t m)
n . Then,
it follows that
Z 1
MH MH
|Rn (z)| ≤ n + (1 − t)β+γ−1 (t − tm )n dt
a (1 − tm )n tm
Z 1−tm
MH MH
≤ n + tβ+γ−1 (1 − tm − t)n dt
a (1 − tm )n 0
Z 1
MH β+γ
≤ n + M H(1 − tm ) tβ+γ−1 (1 − t)n dt.
a 0
Now, formula (3.14) follows immediately with A = 0, B = 1.
Case 4. In this case, we write

Z t1 Z tm Z 1
Rn (z) = h(t, z)gn (t)dt + h(t, z)gn (t)dt + h(t, z)gn (t)dt.
0 t1 tm
The derivation of bound (3.14) follows the same steps that in the previous cases: In
n σ−1
the first integral we use the bound |gn (t)| ≤ M (t1 −t)tn t ; in the second one we have
1
n γ−1
|gn (t)| ≤ M a−n whereas in the last integral |gn (t)| ≤ M (t−tm(1−t
) (1−t)
m)
n holds. Then,
using hypothesis 2 and these bounds, formula (3.14) with A = B = 1 follows.
Finally, using the asymptotic behavior of the quotient of two gamma functions [4, eq.
5.11.12] in the right hand side of (3.14) we find the convergence rate (3.15).
Some remarks are to be done:
Remark 3.3.2. The bound (3.14) of the remainder Rn (z) of the expansion given in the
right hand side of (3.12) is independent of z. Then, no matter how small or large |z|
is, the expansion (3.12) is valid as long as z ∈ D. That is, the expansion given in the
theorem is valid uniformly on z, for all z ∈ D. And it is also convergent, as shown by
the rate of convergence (3.15).
Remark 3.3.3. In cases 2-4 the proof is more involved than in case 1. We could have
repeated step by step the simpler proof of case 1, but with a = 1. Then, that proof would
not have shown the convergence of expansion (3.12) as the parameter a in (3.14) would
not have been large enough (> 1). Therefore, the more involved proof in cases 2-4 is
neccesary to show the convergence.
Remark 3.3.4. In case 1 when both end points of the integration interval [0, 1] are con-
tained in the region Ω of analyticity of the function g(w), the convergence of the expan-
sion (3.12) is of exponential type, that is, the remainder Rn (z) = O(a−n ), with a > 1.
In contrast, when one or both end points are not contained in Ω, the scenario is worse:
Expansion (3.12) is still convergent, but the convergence is only of power type, that is,
the remainder Rn (z) = O(n−δ ), for some δ > 0.
As shown in (3.15) the value of δ is related with the behavior of the integrand in the
left hand side of (3.12) at the end points t = 0 and/or t = 1. That behavior is somehow
transferred to the remainder Rn (z) in the right hand side of expansion (3.12). This
analysis reminds [46, 47] where it is proved that the asymptotic behavior of a function
g(t), with integrable singularities in the unit disk, is transferred to the asymptotic behavior
of its standard Taylor coefficients.
Remark 3.3.5. It follows from (3.14) that, the larger α and β are, the faster the con-
vergence of the expansion of F (z) in cases 2-4 is. In case 1, we have considered the
possibility α = β = 0 because the bound |h(t, z)| ≤ Htα (1 − t)β with α and/or β > 0 does
not mean any improvement in the convergence speed of expansion (3.12): regardless α
and/or β vanish or not, we would derive formula (3.14) for the remainder in case 1.
The same applies to the second integral in the analysis of case 2: we have used the
bound |h(t, z)| ≤ H because the bound |h(t, z)| ≤ Htα (1 − t)β with α and/or β > 0 does
not mean any improvement in the convergence speed of expansion (3.12). On the other
hand, in the first integral of case 2 we have considered β = 0, but α ≥ 0 as the factor
tα accelerates the speed of convergence but the factor (1 − t)β does not. The situation is
analogous in cases 3 and 4.
Remark 3.3.6. Given an integral, we have to factorize the integrand in two functions g(t)
and h(t, z) satisfying hypotheses 1-3 in section 3.1, being z the uniform variable. For
example, consider the following integral representation of the incomplete gamma function
[116, eq. 8.2.1] Z 1
γ(a, z) = z a e−zt ta−1 dt, <a > 0.
0
It is straightforward to check that the inmediate choice g(t) = ta−1 and h(t, z) = e−zt
satisfies the hypotheses 1-3 in D = {z ∈ C : <z ≥ Λ} for any Λ ∈ R. Indeed, we
can take H = max{e−Λ , 1}, α = β = 0 and γ = 1, σ = a − d<ae + 1 (recall that
0 < σ ≤ 1). Then, we are in case 1 if a ∈ N and in case 2 if a ∈ / N. In the former case
the incomplete gamma function reduces to an elementary function whereas in the latter
the point t = 0 is a branch-point of g(t). Therefore, we assume that a ∈ / N and we apply
directly the theorem 3.3.1 with t1 = 1/2 as the only base point of the Taylor expansion of
g(t) (m = 1) to find the uniform expansion [19, eq. 8]. However, with this election of the
functions g(t) and h(t, z), using (3.15) in theorem 3.3.1 we would find that the remainder
Rn (z) = O(n−(a−d<ae+1) ). This exponent is too small (between −1 and 0) and does not
agree with the order given in [19, eq. 13] for the remainder: We are losing information
on the speed of convergence. The reason is that the parameter σ must satisfy 0 < σ < 1.
Taking into account the previous remark 3.3.5, we note that the greater α and β are,
the faster the convergence is. Then, a clever factorization of the integrand is the following:
take g(t) = ta−d<ae and h(t, z) = e−zt td<ae−1 . Considering D = {z ∈ C : <z ≥ Λ} for any
Λ ∈ R, it is easy to show again that hypotheses 1-3 hold by taking the only base point
t1 = 1/2 (and therefeore m = 1). We again find H = max{e−Λ , 1}, β = 0 and γ = 1 but
α = d<ae − 1 and σ = <a − d<ae + 1, case 2 assuming that a ∈ / N. That is, the value of
σ is the same that on the previous choice, but the value of α is greater. In this way, we
find a uniform and convergent expansion of the incomplete gamma function, similar to
the one given in [19, eq. 8]. The remainder satisfies Rn (z) = O(n−σ−α ) = n−<a , which
agrees with [19, eq. 15] and shows the speed of convergence of the expansion without
losing information, in contrast to the first election of g(t) and h(t, z) taken above in this
remark.
The restriction 0 < σ < 1 is neccesary from a theoretical point of view as it is needed
to assure that the integral (3.7) in the proof of theorem 3.3.1 is finite. On the other hand,
we are not losing generality as we can take σ to be the fractional part of the exponent a
in ta−1 as in the example of remark 3.3.6. But moreover, in many practical situation, as
in the case of the incomplete gamma function γ(a, z) analyzed in [19], we may not split
the exponent a as the sum of its integer and fractional parts as we did in the second part
of remark 3.3.6 and simply take g(t) = ta−1 and h(t, z) = e−zt . As we have an explicit
expression for the functions g(t) and h(t, z) we may derive and explicit bound for the
remainder [19, eq. 13] that shows Rn (z) = O(n−<a ) instead of the implicit bound (3.14)
that would lead to Rn (z) = O n−(a−d<ae+1) , after applying theorem 3.3.1, where we lose
information on the speed of convergence.
Remark 3.3.7. As we have just seen in the example of the incomplete gamma function,
a bound of the form |h(t, z)| ≤ Htα (1 − t)β with H > 0, constant, and α and/or β ≥ 0 is
common in practice. We could make the theory a bit more general by relaxing hypothesis 2
replacing “H > 0 a positive number independent of z and t” by “H an integrable function
of the variable t”. On the one hand, the price to pay would be a more involved derivation
of the uniform bounds of Rn (z). On the other hand, the theses of theorem 3.3.1 would be
essentially the same ones, with a slight modification of the form of (3.14). Therefore, we
do not consider this possible generalization and we simply assume that h(t, z) is bounded
in the form given in hypothesis 2.
In the next chapter of the thesis, we derive new uniformly convergent expansions of
many special functions of the mathematical physics having an integral representation of
the form (3.12), by means of a direct application of theorem 3.3.1. We also compare
the uniform approximation with the classical power series and asymptotic expansions of
those special functions.
Chapter 4
New Uniform Expansions of
Some Special Functions
This chapter of the thesis is devoted to the application of the theory of uniform approxi-
mation of integral transforms developed in chapter 3 to some particular special functions
of the mathematical physics having an integral representation of the form (3.2). That
is, we are going to obtain new convergent expansions, given in terms of elementary func-
tions, of many special functions. Those expansions hold uniformly in large sets of the
complex plane that may be unbounded and contain both, large and small values of the
uniform variable. Several such representations have already been found by the advisors
of this thesis and collaborators. For example, in [66] we can find an expansion of the
Bessel function of the first kind Jν (z) that holds uniformly in z in any fixed horizontal
strip of the complex plane |=z| ≤ Λ whereas in [20] we can find two uniform expansions
of the confluent hypergeometric M (a, b, z) function uniformly valid for either <z ≥ 0 or
<z ≤ 0. On the other hand, in [43] we can find an expansion of the Gauss hypergeometric
function 2 F1 (a, b, c; z) that holds uniformly for z in an unbounded region of the complex
plane that depends on a certain angle θ ∈ (0, π/2] that, in the limit θ → 0 becomes the
cutted plane C \ [1, ∞).
In all the examples that we are going to analyze, we follow the notation of chapter
3. In particular, we identify the functions g(t) and h(t, z) to classify the problem in
one of the cases 1-4 analyzed in theorem 3.3.1. Specially important is the value of the
parameters α, β, σ and γ in order to estimate the speed of convergence of the expansion.
However, a remark on the value of those parameters must be done: In chapter 3 the
parameters σ and γ were restricted to the unit interval, 0 < σ, γ ≤ 1. This is not a
restriction on the applicability of theorem 3.3.1 as in the event of a branch point in the
integrand, say ta , we could simply take σ to be the fractional part of a. However, by doing
so and using theorem 3.3.1 we may be losing information on the speed of convergence
of the approximation. In order not to lose that information, we can consider that the
analytic function ta−σ is part of the function h(t, z) (see remark 3.3.6). Both choices are
possible and produce similar, but slightly different approximations.
On the other hand, in the particular examples of special functions, we have an explicit
expression for the functions g(t) and h(t, z) and many times it is possible to find an
explicit expression for the remainder of the Taylor expansion of g(t) and, with it, to
derive an explicit bound for the remainder Rn (z) of the uniform approximation of the
41
42 Chapter 4. New uniform expansions of some special functions
special function. Typically, that bound would show, as n → ∞, that Rn (z) = O (n−a )
and not only Rn (z) = O (n−σ ), being σ the fractional part of a, as a direct application
of theorem 3.3.1 would indicate. The same applies for γ if the function g(t) had an
integrable singularity at t = 1. Then, in many examples of special functions below, such
an explicit bound for the remainder has been found in the literature.
In summary, we consider several special functions and we obtain new convergent ex-
pansions that are valid in a large region of the complex plane of a selected variable. Some
of these expansions have been derived by the advisors of this thesis and by collaborators
of my researching group, but I did not contribute to its derivation. Therefore, I have de-
cided to cite the approximations while omitting many details in their derivation. On the
other hand, in the derivation of the uniform approximations of the special functions in
which I took part (elliptic functions, Struve function, incomplete gamma Γ(a, z) function)
more details are given.
To illustrate the kind of expansions that we can derive using theorem 3.3.1, we give the
first terms of the uniform approximation, graphics and numerical tables for the different
special functions that we analyze. In this way, we can see that the derived expansions are
given in terms of elementary functions, that they are convergent and also their uniform
features. We also compare the uniform approximations with the well-known power series
and asymptotic expansions of the corresponding special function.
4.1 The Struve function Hν (z)

The results of this section are based on a chapter of my Master’s Thesis [111, Ch. 3].
The Struve functions [117] are solution to an inhomogeneous Bessel’s differential equa-
tion. One of them, the Struve function Hν (z) admits the following integral representation
[117, eq. 11.5.1]
1
2(z/2)ν
Z
Hν (z) = √ (1 − t2 )ν−1/2 sin(zt)dt, <ν > −1/2, (4.1)
πΓ(ν + 1/2) 0
valid for all z ∈ C. We want to derive a convergent expansion of Hν (z) uniformly valid for
z ∈ D, with D a large set of the complex plane to be determined. To this end, we identify
g(t) = (1 − t2 )ν−1/2 and h(t, z) = sin(zt). Obviously, |h(t, z)| ≤ cosh(=z) ≤ cosh(Λ) for
all t ∈ (0, 1) and z in any fixed horizontal strip |=z| ≤ Λ, with Λ > 0. Therefore, we find
α = β = 0. On the other hand, for general values of ν ∈ C, the function g(t) has two
singular points, located at t = ±1.
We consider the Taylor series expansion of g(t) at an arbitrary point λ ∈ [0, 1/2).
This choice of λ assures that the integration interval (0, 1) is contained in the disk of
convergence of the Taylor series of g(t). Therefore, we can apply theorem 3.3.1 (case 3)
to the integral in the right hand side of (4.1) to obtain the expansion
√ ν n−1
πΓ(ν + 1/2) 2 X (1/2 − ν)k
Hν (z) = (1 − λ)ν−k−1/2 Fk (λ, z) + Rn (λ, z), (4.2)
2 z k=0
k!
R1
where Rn (λ, z) := 0 sin(zt)gn (t, λ)dt being gn (t, λ) the Taylor remainder of g(t) at t = λ
after n terms of the approximation.
4.1 The Struve function Hν (z) 43
On the one hand, the functions Fk (λ, z) are elementary functions of z. They are given
by
k 1 k
d2j

1 − cos z
Z
X k k−j 2j k
X k k−j
Fk (λ, z) = (−λ) t sin(zt)dt = (−1) λ
j=0
j 0 j=0
j z dz 2j
j j−1 2l+1
k
" #
2l l l
X k (2j)! X z (−1) X z (−1)
= (−1)k λk−j 2j+1 1 − cos z − sin z ,
j=0
j z l=0
(2l)! l=0
(2l + 1)!
(4.3)
where, for z = 0, the right hand side of this formula must be understood in the limit
sense.
On the other hand, for any λ ∈ [0, 1/2) and according to (3.15) in theorem 3.3.1
(case 3), the remainder Rn (λ, z) satisfies, as n → ∞, Rn (λ, z) = O (n−γ ), being γ the
fractional part of ν + 1/2. However, as we will see below, we are losing information on
the speed of convergence and the remainder actually satisfies Rn (λ, z) = O n−(ν+1/2) ,

as n → ∞. To show this, we derive an explicit, accurate expression for the remainder

Rn (λ, z).
We have, for all z with |=z| ≤ Λ
Z 1
|Rn (λ, z)| ≤ cosh(Λ) |gn (t, λ)|dt. (4.4)
0
As gn (t, λ) is the Taylor remainder of g(t) and t ∈ (0, 1) is contained in the disk of
convergence of the Taylor series, we have that
∞
X (1/2 − ν)k
gn (t, λ) = (1 − λ)ν−k−1/2 (t2 − λ)k
k=n
k!
n + 1/2 − ν, 1 t2 − λ

(1/2 − ν)n ν−n−1/2 2 n
= (1 − λ) (t − λ) 2 F1 .
n! n+1 1−λ
√
Introducing the last formula into (4.4), splitting that integral at t = λ and after some
computations, we may find the bound
| (1/2 − ν)n |
|Rn (λ, z)| ≤ cosh(Λ) [G1 (ν, λ, n) + G2 (ν, λ, n)] (4.5)
n!
with
√ n
√

π n! λ <ν+1/2 1, 1 + <ν
G1 (ν, λ, n) = λ(1 − λ) 2 F1 λ ,
2 Γ(n + 3/2) 1−λ n + 3/2
(1 − λ)<ν+1/2

1, 1/2, 1/2 + <ν
G2 (ν, λ, n) = 3 F2 1−λ .
1 + 2<ν n + 1, <ν + 3/2
n+1/2
−1/2 λ
For λ ∈ [0, 1/2] we have that, as n → ∞, G1 (ν, λ, n) = O n 1−λ
and
G2 (ν, λ, n) = O (1). Therefore, from (4.5) and using the asymptotic behavior of the
−(ν+1/2)

quotient of two gamma functions, we find Rn (λ, z) = O n , as n → ∞, for any
λ ∈ [0, 1/2].
0.6
0.0005
0.5 0.4
0.0004
0.4 0.2
0.0003
0.3
2 4 6 8 10
0.0002
0.2
-0.2
0.1 0.0001
-0.4
0 2 4 6 8 10 0 2 4 6 8 10 12 14
Figure 4.1: Real (left) and imaginary (middle) parts of the approximations of the function on
the left hand side of (4.2) for ν = 11/5 (black, dashed) provided by the Taylor expansion [117,
eq. 11.2.1] (green), the asymptotic expansion [117, eqs. 11.2.5, 11.6.1 and 10.17.4] (blue) and
the uniform expansion (4.2) for λ = 0 (red), for z ∈ [0, 10eiπ/10 ] after n = 4 terms. The figure
on the right shows their relative errors for n = 10, ν = 18/5 and real z ∈ [0, 15]. The behavior
is similar for other values of ν and z.
n z = 0.1 z=1 z=4 z = 10 z = 30

1 1.24917 · 10−1 1.22911 · 10−1 9.00918 · 10−2 6.52739 · 10−2 1.561 · 10−1
10 7.00137 · 10−3 6.84592 · 10−3 4.3707 · 10−3 5.46204 · 10−3 4.50228 · 10−2
20 2.77883 · 10−3 2.71491 · 10−3 1.70172 · 10−3 2.83448 · 10−3 2.21033 · 10−2
30 1.5754 · 10−3 1.53867 · 10−3 9.57482 · 10−4 1.74778 · 10−3 1.32901 · 10−2
Table 4.1: Relative error provided by the right hand side of the uniform approximation
(4.2) with λ = 0 to approximate de Struve function, when we truncate the series after n
terms, for different values of z and ν = 1.
Moreover, the function G1 (ν, λ, n) + G2 (ν, λ, n) can be shown to be strictly decreasing

for λ ∈ (0, 1/4), for all ν with <ν > −1/2 and for all n ∈ N. Hence, λ = 1/4 is the most
convenient election as base point for the Taylor series of g(t), since that value minimizes
the value of the error bound. On the other hand, for λ = 0 the expansion (4.2) becomes
simpler, as the sum in the right hand side of (4.3) consists of only one term.
The convergent and uniform features of expansion (4.2) are exhibited in figure 4.1
and table 4.1. Moreover, the uniform approximation (4.2) is compared with the well-
known power series expansion [117, eq. 11.2.1] and the asymptotic expansion provided
by combining the formulas [117, eqs. 11.2.5, 11.6.1 and 10.17.4] for the Struve Hν (z)
function.
Remark 4.1.1. For ν = m + 1/2 with m = 0, 1, 2, . . . the Struve function is an elementary

function and for any λ ∈ [0, 1/2] and n sufficiently large (n ≥ m + 1), expansion (4.2) is
exact, as the bound (4.5) for the remainder vanishes.
4.2 The Bessel function of the first kind Jν (z)

Bessel and Struve functions are closely related as the latter are solution to an inhomo-
geneous Bessel differential equation. Therefore, the results of this section are similar to
the ones found in the previous section 4.1. Many details are omitted, but they can be
found in [66].
We consider the Poisson’s integral representation of the Bessel function of the first
4.2 The Bessel function of the first kind Jν (z) 45
0.010
10 15
0.008
5
10
0.006
2 4 6 8 10
0.004
5
-5
0.002
-10
2 4 6 8 10
0 2 4 6 8 10
Figure 4.2: Real (left) and imaginary (middle) parts of the approximations of the Bessel
function z2 J1 (z) (black, dashed) provided by the Taylor expansion [107, eq. 10.2.2] (green),
the asymptotic expansion [107, eq. 10.17.3] (blue) and the uniform expansion [66, Theorem 1]
(red), for z ∈ [0, 10eiπ/4 ] after n = 4 terms. The figure on the right shows their absolute errors
for n = 10, ν = 1 and real z ∈ [0, 10]. The behavior is similar for other values of ν and z.
n z = 0.1 z=1 z=4 z = 10 z = 30

1 1.50749 · 10−1 1.08407 · 10−1 6.94103 · 10−1 3.22872 3.75696 · 101
10 3.488 · 10−4 2.15005 · 10−4 1.40729 · 10−3 1.57468 · 10−2 1.92925 · 10−1
20 6.99511 · 10−5 4.2304 · 10−5 2.69741 · 10−4 3.10866 · 10−3 2.53792 · 10−2
30 2.65193 · 10−5 1.59193 · 10−5 1.00296 · 10−4 1.16031 · 10−3 5.83231 · 10−3
[66, Theorem 1] to approximate the function (2/z)2 J2 (z), when we truncate the series
after n terms, for different values of z.
kind
1
2(z/2)ν
Z
Jν (z) = √ (1 − t2 )ν−1/2 cos(zt)dt, <ν > −1/2,
πΓ(ν + 1/2) 0
valid for all z ∈ C. Following the notation of chapter 3, we identify g(t) = (1 − t2 )ν−1/2
and h(t, z) = cos(zt) and we consider any fixed horizontal strip of the complex plane
D := {z ∈ C : |=z| ≤ Λ}, for any Λ > 0. Then, for all z ∈ D and t ∈ (0, 1) we have
|h(t, z)| ≤ sinh(Λ). Therefore α = β = 0. On the other hand, the function g(t) is the
same as in the Struve Hν (z) function. Hence, we are in case 3 of the four cases analyzed
in chapter 3 and we have σ = 0 and γ = ν + 1/2, with (A, B) = (0, 1). We can apply
theorem 3.3.1 to find a convergent expansion of the Bessel function of the first kind that
is uniformly convergent in z ∈ D. This expansion is given in [66, eq. 9]. The remainder
of the expansion satisfies Rn (z, ν) = O n−ν−1/2 , as n → ∞ [66, eq. 12] (see (3.15) in
theorem 3.3.1). As an illustration, we obtain the following approximation valid for x > 0
[66, eq. 7]:
4
3x − 140x2 + 360 5(x2 − 18)

15π
J3 (x) = + θ1 (x) x sin x + + θ2 (x) cos x,
2x3 8x6 2x4
with |θ1 (x)| ≤ 0.0062 and |θ2 (x)| ≤ 0.051.
In figure 4.2 and table 4.2 the convergent and uniform features of the approximation
are shown. The uniform approximation is also compared with the well-known power
series expansion [107, eq. 10.2.2] and asymptotic expansion [107, eq. 10.17.3] of the
Bessel function.
Remark 4.2.1. For ν = m + 1/2 with m = 0, 1, 2, . . . the Bessel function is an elemen-
tary function and the uniform expansion [66, Theorem 1] after n terms is exact for n
sufficiently large (n ≥ m + 1) as the bound [66, eq. 12] for the remainder vanishes.
n z = 0.1 z=1 z=4 z = 10 z = 30

1 7.1398 · 10−2 1.7953 · 10−1 6.42097 · 10−1 1.52345 3.37019
10 2.80867 · 10−3 4.72791 · 10−3 1.62259 · 10−2 5.4146 · 10−2 2.05248 · 10−1
20 1.08205 · 10−3 1.80653 · 10−3 6.31074 · 10−3 2.21431 · 10−2 9.38413 · 10−2
30 6.06611 · 10−4 1.01017 · 10−3 3.55562 · 10−3 1.27393 · 10−2 5.68929 · 10−2
[19, Theorem 1] of the incomplete gamma function z −a γ(a, z) for a = 3/2, when we
truncate the series after n terms, for different values of n and z.
4.3 The incomplete gamma function γ(a, z)

We consider the incomplete gamma function γ(a, z) that has already been analyzed in
remark 3.3.6. For details on the uniform approximation and explicit bounds for the
remainder we refer to [19]. Only some indications are given below.
The starting point is the integral definition of the incomplete gamma function γ(a, z)
[116, 8.2.1] Z 1
γ(a, z) = z a ta−1 e−zt dt, <a > 0. (4.6)
0
We want to obtain a convergent expansion uniformly valid for z in a large region of the
complex plane. Thus, we take g(t) = ta−1 and h(t, z) = e−zt . Therefore, we are in
case 2 of theorem 3.3.1. We consider the standard Taylor expansion of g(t) at a point
t = λ ∈ [1/2, 1] so that the interval of integration (0, 1) is contained in the disk of
convergence of g(t) (except for the point t = 0). On the other hand, the function h(t, z)
can be bounded independently of z in the form |h(t, z)| ≤ max{1, e−Λ } for any Λ ∈ R
whenever z ∈ D := {z ∈ C : <z ≥ Λ}. As a result we find α = β = 0. Moreover, the
moments of h(t, z) can be written in terms of the derivatives of (1 − e−z )/z. Thus, when
we apply theorem 3.3.1 we find a convergent expansion given in terms of elementary
functions that holds uniformly in z ∈ D [19, eq. 8]. When we truncate the expansion
after n terms we find a remainder Rn (z) that satisfies Rn (z) = O (n−a ) as n → ∞ [19,
eq. 13] (see (3.15) in theorem 3.3.1).
Furthermore, in [19] the authors show that the middle point of the integration interval
λ = 1/2 minimizes an explicit bound for the remainder Rn (z) [19, eq. 21]. To illustrate
the type of approximation that we obtain, we may find, for any <z ≥ 0 [19, eq. 6]
24 + 12z − z 2 24 + 36z + 23z 2

−5/2 5
z γ ,z = √ − e−z √ + (z),
2 16 2z 3 16 2z 3
with |(z)| ≤ 0.0066. For z = 0 the right hand side of this formula must be understood
in the limit sense.
Finally, some plots comparing the uniform approximation [19, Theorem 1] with the
well-known power series expansion [116, eq. 8.7.1] and the asymptotic expansion [116,
eqs. 8.2.3 and 8.11.2] of the incomplete gamma function are shown in figure 4.3. On
the other hand, in table 4.3 the relative error provided by the uniform approximation
is shown for several values of z and n. The convergent and uniform features can be
appreciated.
Remark 4.3.1. For a = 1, 2, 3, . . . the incomplete gamma function γ(a, z) is an elementary
function and the uniform expansion [19, eq. 8] after n terms is exact for n sufficiently
large (n ≥ a) as the bound [19, eq. 11] for the remainder vanishes.
4.4 The incomplete gamma function Γ(a, x) 47
0.010
0.6 0.6
0.008
0.4 0.4
0.2 0.2 0.006
2 4 6 8 10 2 4 6 8 10 0.004
-0.2 -0.2
0.002
-0.4 -0.4
-0.6 -0.6
0 2 4 6 8 10
Figure 4.3: Real part (left) and imaginary part (middle) of the approximations of the incom-
plete gamma function z −a γ(a, z) (black, dashed) provided by the power series expansion [116,
eq. 8.7.1] (green), the asymptotic expansion [116, eqs. 8.2.3 and 8.11.2] (blue) and the uniform
expansion [19, Theorem 1] (red), for z ∈ [0, 10i] after n = 4 terms, for a = 3/2. The figure on
the right shows their relative errors for n = 10, a = 9/2 and real z ∈ [0, 10]. The behavior is
similar for other values of z and a.
4.4 The incomplete gamma function Γ(a, x)

A convergent expansion for the incomplete gamma function Γ(a, z) in terms of elementary
functions and uniformly valid in z bounded from above can be derived from the expansion
of γ(a, z) in the previous section 4.3 and the well-known relation γ(a, z) + Γ(a, z) = Γ(a)
[116, eq. 8.2.3].
Instead, for convenience in the analysis of chapter 5 we are interested in the derivation
of a convergent expansion of Γ(a, x) with x > 0 uniformly valid in a region of the complex
a−plane that contains the interval (−∞, 0).
Therefore, we assume that x > 0 and we consider the integral definition of the in-
complete gamma function [116, eq. 8.2.2]. We perform a change of variables of the form
s 7→ u given by s = xeu to obtain
Z ∞ Z ∞
a−1 −s u
Γ(a, x) := s e ds = x a
eau e−xe du.
x 0
We have found the unbounded integration interval [0, ∞). For this reason, and following
the steps of chapter 3, we perform a further change of variables u 7→ t given by u = − log t.
We get
Z 1
Γ(a, x) = x a
t−a−1 e−x/t dt. (4.7)
0
−x/t
As we are considering a as the uniform parameter, we identify g(t) = e t and h(t, a) =
t−a . It is easy to check that the hypotheses of theorem 3.3.1 are satisfied and to derive a
convergent expansion of Γ(a, x) valid uniformly in <a < 0 by directly applying theorem
3.3.1. Again, for the convenience of the analysis in chapter 5 we derive the expansion
with an bound for the remainder.
The function g(t) admits the following representation, in terms of the Laguerre poly-
(0)
nomials Ln (x) ≡ Ln (x) [57],
n−1
e−x/t −x
X
g(t) = =e Lk (x)(1 − t)k + rn (x, t), (4.8)
t k=0
which directly follows from the generating function of Ln (x) [57, eq. 18.12.13], namely,
w ∞
ex w−1 X
= Ln (x)wn , |w| < 1,
1 − w n=0
by setting w = 1 − t.
Thus, expansion (4.8) is convergent for |1 − t| < 1. As a consequence, the remainder
rn (x, t) satisfies
∞
X
−x
rn (x, t) = e Lk (x)(1 − t)k .
k=n
On the other hand, introducing (4.8) in (4.7) and using the integral representation of the
beta function we obtain
n−1
X
Γ(a, x) = e−x xa Lk (x)B(1 − a, k + 1) + Rn (a, x), (4.9)
k=0
with
Z 1 Z 1 ∞
X
a −a a −x −a
Rn (a, x) := x t rn (x, t)dt = x e t Lk (x)(1 − t)k dt.
0 0 k=n
In [57, eq. 18.14.8] we find the inequality e−x/2 |Ln (x)| ≤ 1, valid for 0 ≤ x < +∞. Then
Z 1 ∞
X Z 1
<a −x/2 −<a <a −x/2
|Rn (a, x)| ≤ x e t k
(1 − t) dt = x e t−<a−1 (1 − t)n dt.
0 k=n 0
Using one more time the integral representation of the beta function, we find the
bound
|Rn (a, x)| ≤ e−x/2 x<a B (−<a, n + 1) ≤ e−x/2 x<a Γ (−<a) n<a . (4.10)
The second inequality above follows from [4, eq. 5.6.8]. Indeed, we can write
Γ(−<a)Γ(n + 1) Γ(−<a)nΓ(n)
B (−<a, n + 1) = = ≤ Γ(−<a)nn<a−1 = Γ(−<a)n<a .
Γ(n + 1 − <a) Γ(n + 1 − <a)
The results of this section for the incomplete gamma Γ(a, z) function will be used in
chapter 5. For this reason, we summarize them in the form of a corollary:
Corollary 4.4.1. Let a ∈ C and x ∈ R such that x > 0 > <a. Then, for any n ∈ N,
the incomplete gamma function Γ(a, x) admits the representation (4.9) whose remainder
Rn (a, x) can be bounded in the form (4.10). In particular, the expansion is convergent
for any complex number a in the semi-plane <a ≤ Λ < 0, for any fixed Λ < 0, and the
convergence rate is of power order. That is, Rn (a, x) = O (na ), as n → ∞.
Some plots comparing the Taylor series expansion at a = 0 of the incomplete gamma
funcion Γ(a, x), the asymptotic expansion for large a [116, eqs. 8.11.4 and 8.2.3] and the
uniform approximation (4.9) are shown in figure 4.4. On the other hand, in table 4.4 the
uniform and convergent features of the expansion (4.9) are exhibited.
4.5 The hypergeometric confluent M function 49
0.12 0.10
-10 -8 -6 -4 -2
0.10
0.08
-0.005
0.08
0.06
0.06
-0.010
0.04
0.04
-0.015 0.02
0.02
-10 -8 -6 -4 -2 0 -0.020 -10 -8 -6 -4 -2 0
plete gamma function x−a Γ(a, x) (black, dashed) provided by the Taylor series expansion at
a = 0 (green), the asymptotic expansion [116, eqs. 8.11.4 and 8.2.3] (blue) and the uniform
expansion (4.9) (red), for a ∈ [−10eiπ/6 , 0] after n = 4 terms, for x = 3/2. The figure on the
right shows their relative errors for n = 4, x = 3 and a ∈ [−10eiπ/4 , 0]. The behavior is similar
for other values of x and a.
n a = −0.1 a = −1 a = −4 a = −10 a = −30

1 1.2643 6.19307 · 10−1 1.95536 · 10−1 7.43882 · 10−2 2.32522 · 10−2
10 2.40285 · 10−1 2.99775 · 10−2 2.66149 · 10−4 7.21155 · 10−7 3.77759 · 10−11
20 1.49679 · 10−1 1.16827 · 10−2 2.57919 · 10−5 6.62086 · 10−9 1.31103 · 10−15
30 8.40945 · 10−2 4.39893 · 10−3 2.68919 · 10−6 4.07639 · 10−11 2.76772 · 10−15
(4.9) of the incomplete gamma function x−a Γ(a, x) for x = 5/3, when we truncate the
series after n terms, for different values of n and a.
4.5 The hypergeometric confluent M function

Details on the uniform approximation that we are going to derive and explicit, accurate
bounds for its remainder may be found in [20].
We consider the following integral representation of the hypergeometric confluent

M (a, b, z) function [103, eq. 13.4.1]
Z 1
Γ(b)
M (a, b, z) = ezt ta−1 (1 − t)b−a−1 dt, <a > 0,
Γ(a)Γ(b − a) 0
and we assume that neither a nor b − a is an integer, as in those cases the M (a, b, z)
function can be expressed as incomplete gamma functions and the analysis is reduced to
section 4.3.
We want to obtain a convergent expansion for M (a, b, z) uniformly valid in the variable
z, with z in a large region of C. Following chapter 3 we have two main choices for the
functions g(t) and h(t, z).
We can take h(t, z) = ezt ta−1 and g(t) = (1 − t)b−a−1 . Then, we are in case 3 of
theorem 3.3.1 and we may find α = a − 1, β = 0, σ = 1 and γ = b − a, with
(A, B) = (0, 1). Considering t = 0 as the only base point of the Taylor series
of g(t) and using theorem 3.3.1 we obtain expansion [20, eq. 10] that was first
found by K.E. Muller [90]. The remainder term of the expansion is of the order
Rn (z) = O (n−a ), as n → ∞. However, the moments of h(t, z) are not given in
terms of elementary functions, but rather in terms of incomplete gamma functions.
0.10
0.1
1.0
0.08
0.8 -10 -8 -6 -4 -2
-0.1
0.06
0.6
-0.2
0.4 0.04
-0.3
0.2 0.02
-0.4
-10 -8 -6 -4 -2
-0.5 -10 -8 -6 -4 -2 0
Figure 4.5: Real part (left) and imaginary part (middle) of the approximations of the hyper-
geometric M (a, b, z) function (black, dashed) provided by the power series expansion [103, eq.
13.2.2] (green), the asymptotic expansion [103, eq. 13.7.2] (blue) and the uniform approxima-
tion [20, eq. 21] (red) for z ∈ [−10eiπ/4 , 0], a = 2.1 and b = 4.2 when we truncate the series
after n = 4 terms. The figure in the right shows their relative error after n = 10 terms for
a = 1.2, b = 3.3 and real z ∈ [−10, 0].
We want an expansion of M (a, b, z) given in terms of elementary functions. There-

fore, we choose h(t, z) = ezt and g(t) = ta−1 (1 − t)b−a−1 . In this case, the moments
of h(t, z) are elementary functions, as they can be written in terms of the derivatives
of the function (ez − 1)/z. We are now in case 4 of theorem 3.3.1, with α = β = 0
and σ = a, γ = b − a. If we consider a standard Taylor expansion of g(t), we
must take t1 = 1/2 as the base point. Hence, following theorem 3.3.1 we obtain the
expansion [20, eq. 21]. According to (3.15) the remainder term when we truncate
the expansion after n terms is of the order Rn (z) = O n−a + n−(b−a) as n → ∞
[20, eq. 28]. The expansion is convergent and uniformly valid in z for <z ≤ Λ, for
any fixed Λ ∈ R. As an illustration of the expansion that we may obtain we have
the following approximation, that can be found when we truncate the series [20,
eq. 21] after n = 4 terms
22/3 16 [30 + 24z + 15z 2 − 5z 3 + ez (13z 3 − 6z 2 + 6z − 30)]

4 7
M , ,z = + ε(z)
3 3 243z 4
with |ε(z)| ≤ 0.223 in <z ≤ 0. For z = 0 the right hand side of this formula must
be understood in the limit sense. The bound for the remainder ε(z) follows from
[20, eq. 28].
In figure 4.5 and table 4.5 the accuracy of the uniform expansion is exhibited. It
is compared with the well-known power series expansion [103, eq. 13.2.2] and the
asymptotic expansion [103, eq. 13.7.2] of the confluent M function.
Moreover, the previous expression is uniformly convergent for z with <z ≤ Λ, for
any fixed Λ ∈ R. But, using Kummer’s transformation M (a, b, z) = ez M (b −
a, b, −z) [103, eq. 13.2.39] and the previous expansion for the function M , we can
obtain an expansion for M that holds uniformly in z for <z ≥ Λ for any Λ ∈ R [20,
eq. 29].
Remark 4.5.1. For a, b = 1, 2, 3, . . . the hypergeometric confluent function M (a, b, z) is

an elementary function and the uniform expansion [20, eq. 21] after n terms is exact for
n sufficiently large (n ≥ b) as the bound [20, eq. 28] for the remainder vanishes.
4.6 The hypergeometric confluent U function 51
n z = 0.1 z = 0.8 z=2 z=7 z = 15

1 6.21723 · 10−1 6.41421 · 10−1 7.44509 · 10−1 1.90089 4.91544
10 2.40658 · 10−3 2.54205 · 10−3 3.26228 · 10−3 1.26241 · 10−2 4.64366 · 10−2
20 5.08559 · 10−4 5.39019 · 10−4 7.01489 · 10−4 2.87675 · 10−3 1.12976 · 10−2
30 2.02992 · 10−4 2.15442 · 10−4 2.81939 · 10−4 1.18373 · 10−3 4.78494 · 10−3
[20, eq. 21] of the hypergeometric confluent M (a, b, z) function for a = 2.3 and b = 4.6,
when we truncate the series after n terms, for different values of n and z.
4.6 The hypergeometric confluent U function

We consider now another hypergeometric confluent function, namely, the U (a, b, z) hy-
pergeometric function [103]. It admits the following integral representation [103, eq.
13.4.4]
Z ∞
1
U (a, b, z) = e−zu ua−1 (1 + u)b−a−1 du, <a > 0, <z > 0.
Γ(a) 0
We want to derive a convergent expansion of U (a, b, z) uniformly valid for z in a large

region of the complex plane.
In [20, §3] the following approach is taken: As the integration interval is unbounded,
the integral is broken at u = 1 into two different integrals. In the first integral (the
one that runs from u = 0 to u = 1) the authors consider the Taylor series expansion of
f (u) = (1 + u)b−a−1 at u = 0 and apply theorem 3.3.1. On the second integral, they use
the Taylor expansion at u = ∞ of the function f (u−1 ). In this way, they find expansion
−(b−a+1))
[20, eq. 39] whose remainder is shown to satisfy Rn (a, b, z) = O n , as n → ∞,
whenever −1. The expansion is uniformly convergent in |z| for <z > 0, but
given in terms of incomplete gamma functions.
We seek an expansion given in terms of elementary functions. To this end, we follow
the ideas of chapter 3 and perform a logarithmic change of variables u = − log t. We
have
Z 1
1
U (a, b, z) = tz−1 (− log t)a−1 (1 − log t)b−a−1 dt.
Γ(a) 0
We take g(t) = (− log t)a−1 (1 − log t)b−a−1 and h(t, z) = tz−1 . For any fixed Λ > 0 we
define the region D := {z ∈ C : <z ≥ Λ > 0} and then, for z ∈ D we find |h(t, z)| ≤ tΛ−1 .
Therefore, we have α = Λ − 1 and β = 0. On the other hand, for general a, b ∈ C both
end points t = 0 and t = 1 are singular points of g(t). Hence, we are in case 4 of theorem
3.3.1 and, since t1−σ g(t) is bounded as t → 0 for any 0 < σ < 1 we can choose any σ, and
in particular, a σ as close to 1 as we wish. On the other hand, we take γ = max{1, <a}.
Therefore, we can apply theorem 3.3.1 by considering t1 = 1/2 as the only base point of
the standard Taylor expansion of g(t). We have
n−1 k
X 1
g(t) = Ak (a, b) t − + gn (t).
k=0
2
The coefficients Ak (a, b) are elementary functions of a and b. They can be computed as
follows, which can be found from Faà di Bruno’s formula [35]:


a−1 b−a−1
A0 (a, b) = (log 2) (1 + log 2) ,


n k

A 0 (a, b) X (−1) (b − c − k) k −k, 1 − a 1
An (a, b) =

k
b(n, k)2 F1 1+ , n ≥ 1.
n! (1 + log 2) b − a − k log 2

k=1
In this formula, b(n, k) are certain partial ordinary Bell polynomials [131] that can be
computed recursively by means of


 b(0, 0) = 1, b(n, 0) = 0, b(0, k) = 0,

n−k+1
X (n − 1)!
 b(n, k) = (−1)j+1 2j b(n − j, k − 1).
(n − j)!


j=1
From theorem 3.3.1 we find

" n−1 #
1 X
U (a, b, z) = Ak (a, b)Gk (z) + Rn (z) , (4.11)
Γ(a) k=0
where Gk (z) are rational functions given by

1 k k k k−j
−1
Z
z−1 1 1 1 X k 1
Gk (z) := t t− dt = 2 F1 (−k, 1, z + 1; 2) = .
0 2 2 z j=0
j 2 z + j
According to theorem 3.3.1 the remainder terms satisfies Rn (z) = O n1−σ−Λ + n− max{<a,1} ,

with σ as close to 1 as we wish. Expansion (4.11) is given in terms of rational functions

of z. For example, defining ` := log 2 and truncating the series (4.11) after n = 3 terms,
we find
(16`3 + 20`2 + 34`)+ (24`3 + 54`2 + 15`)z +(16`3 + 18`2 + 9` − 16)z 2

3
U 2, , z = +R3 (z),
2 8z(z + 1)(z + 2)(1 + `)7/2
with R3 (z) of the order specified above. We can not give more information on the
remainder as we do not have an explicit bound for it due to the difficult expression
for the coefficients An (a, b) of the expansion. The expansion holds uniformly in z with
<z ≥ Λ > 0.
Expansion (4.11) is given in [77, Example 6].
Figure 4.6 and table 4.6 show the accuracy of the uniform expansion (4.11). It is
compared with the well-known power series expansion [103, eqs. 13.2.42 and 13.2.2] and
the asymptotic expansion [103, eq. 13.7.3] of the confluent U function.
4.7 The exponential integral

We consider now the exponential integral function E1 (z) that is a particular case of the
hypergeometric confluent U function as it satisfies E1 (z) = e−z U (1, 1, z) [142, 6.11.2].
More precisely, the exponential integral has the following integral represenation [142, eq.
6.2.2] Z ∞ −zu
−z e
E1 (z) = e du, <z > 0. (4.12)
0 u+1
4.7 The exponential integral 53
3.0 0.10
2.5 0.4
0.08
0.2
2.0
0.06
2 4 6 8 10
1.5
-0.2
0.04
1.0 -0.4
-0.6
0.02
0.5
-0.8
0 2 4 6 8 10 -1.0 0 2 4 6 8 10
Figure 4.6: Real part (left) and imaginary part (middle) of the approximations of the hyper-
geometric U (a, b, z) function (black, dashed) provided by the power series expansion [103, eqs.
13.2.42 and 13.2.2] (green), the asymptotic expansion [103, eq. 13.7.3] (blue) and the uniform
approximation (4.11) for z ∈ [0, 10eiπ/3 ], a = 0.9 and b = 1.7 when we truncate the series after
n = 4 terms. The figure in the right shows their relative error for a = 1.6, b = 1.9 and real
z ∈ [0, 10] after n = 10 terms of the approximations.
n z = 0.1 z = 0.8 z=2 z = 10 z = 30

1 2.02854 · 10−1 9.59021 · 10−3 2.56889 · 10−2 1.09726 · 10−1 2.11021 · 10−1
10 1.41691 · 10−1 2.33524 · 10−3 5.17798 · 10−3 2.77002 · 10−2 7.20035 · 10−2
20 1.26522 · 10−1 1.45469 · 10−3 2.75221 · 10−3 1.54559 · 10−2 4.38528 · 10−2
30 1.18178 · 10−1 1.08179 · 10−3 1.84634 · 10−3 1.05891 · 10−2 3.13643 · 10−2
(4.11) of the hypergeometric confluent U (a, b, z) function for a = 1.1 and b = 2.2, when
we truncate the series after n terms, for different values of n and z.
A convergent expansion of E1 (z) uniformly valid in <z > 0 may be derived from
(4.11). But in this particular case we may derive a simpler expansion. To obtain it, we
perform again a logarithmic change of variables defined by u = − log t. We get
1
tz−1
Z
−z
E1 (z) = e dt.
0 1 − log t
1
We identify g(t) = 1−log t
and h(t, z) = tz−1 . We define the region D := {z ∈ C : <z ≥ Λ},
for any Λ > 0. Then, we can take α = Λ − 1 and β = 0. On the other hand, the function
f (t) = tσ−1 g(t) is bounded as t → 0+ , for any σ ∈ (0, 1). Therefore, we can take any
σ ∈ (0, 1) and in particular, we may choose σ as close to 1 as we wish. We also have
γ = 1 as the singular point of g(t) are located at t = 0 (integrable singularity) and at
t = e. Hence, we consider the classical Taylor expansion of g(t) at the point t1 = 1:
n−1
X
g(t) = Ak (1 − t)k + gn (t),
k=0
where (−1)k Ak are the Taylor coefficients of g(t) at t = 1 and gn (t) is the Taylor remain-
der.
The coefficients Ak can be computed recursively using the differential equation satis-
fied by g(t): t(1 − log t)g 0 (t) = g(t), and equating the coefficients of equal powers after
replacing the Taylor expansion for g(t) and g 0 (t). In this way, and after some manipula-
tions we can find the recursive formula [142, eq. 6.10.3]. On the other hand, an explicit
1.0
0.0010
0.8
0.2 0.0008
0.6
0.0006
2 4 6 8 10
0.4 -0.2
0.0004
-0.4
0.2 0.0002
-0.6
0 2 4 6 8 10 0 5 10 15 20
Figure 4.7: Real part (left) and imaginary part (middle) of the approximations of the function
ez E1 (z) function (black, dashed) provided by the power series expansion [142, eq. 6.6.2] (green),
the asymptotic expansion [142, eq. 6.12.1] (blue) and the uniform approximation (4.14) for
z ∈ [0, 10eiπ/5 ] when we truncate the series after n = 4 terms. The figure in the right shows
their relative error for real z ∈ [0, 20] after n = 10 terms of the approximations.
formula for Ak is the following

k (k)
X
kj Bk−j
Ak = (−1) , (4.13)
j=0
k (k − j)!
(α)
where Bn are the Nørlund polynomials [36, eq. 24.16.9]. Formula (4.13) follows from
corollary A.0.2 in appendix A and the derivatives g (n) (0) = (−1)n n!. In particular, the
first coefficients are A0 = 1, A1 = −1, A2 = 1/2, A3 = −1/3, A4 = 1/6, . . . When we
apply theorem 3.3.1 (case 2) to the integral (4.12) we find the expansion1
" n−1 #
X Ak k!
E1 (z) = e−z + Rn (z) . (4.14)
k=0
(z)k+1
For any z with <z ≥ Λ expansion (4.14) is uniformly convergent and the remainder term
is bounded in the form (3.14)
Γ(Λ + σ − 1)Γ(n + 1)
|Rn (z)| ≤ M ,
Γ(n + Λ + σ)

for a certain M > 0 independent of n and z. Therefore, Rn (z) = O n1−σ−Λ with σ as
close to 1 as we wish.
Expansion (4.14) may be found in [142, eq. 6.10.1] or [145, Ch. 17, §3].
In figure 4.7 we compare the accuracy of the well-known power series [142, eq. 6.6.2]
and asymptotic expansion [142, eq. 6.12.1] of the function ez E1 (z) with the also well-
known factorial series (4.14) that holds uniformly in <z ≥ Λ > 0. The convergent
features are exhibited in table 4.7.
4.8 The symmetric elliptic integrals RD (x, y, z) and RF (x, y, z)

The results of this section have been published in the papers [21] and [22].
1
Expansions of the form (4.14) are called factorial series. They are convergent and asymptotic for
large z. They are further investigated in chapter 7 of this thesis.
4.8 The symmetric elliptic integrals RD (x, y, z) and RF (x, y, z) 55
n z = 0.1 z = 0.8 z=2 z = 10 z = 30

1 5.48758 · 10−1 1.96298 · 10−1 7.74787 · 10−2 7.14525 · 10−3 9.80938 · 10−4
10 4.3919 · 10−1 8.536236 · 10−3 2.97239 · 10−4 9.48078 · 10−9 2.59773 · 10−13
20 3.59054 · 10−1 4.54237 · 10−3 8.21288 · 10−5 8.21742 · 10−11 3.91617 · 10−16
30 3.16566 · 10−1 3.02423 · 10−3 3.52504 · 10−5 2.90707 · 10−12 1.30539 · 10−16
(4.14) of the exponential integral E1 (z), when we truncate the series after n terms, for
different values of n and z.
We consider the symmetric elliptic integrals RF (x, y, z) and RD (x, y, z). These func-
tions were introduced by Carlson who showed that they are more appropriate for numer-
ical purposes than the standard elliptic integrals [23, 24, 25, 26, 27]. They are defined
by the following integral representations [28, eq. 19.16.1], [28, eq. 19.16.5]
1 ∞
Z
ds
RF (x, y, z) := √ √ √ , (4.15)
2 0 s+x s+y s+z
3 ∞
Z
ds
RD (x, y, z) := √ √ p , (4.16)
2 0 s + x s + y (s + z)3
where, in both integrals, x, y, z ∈ C \ (−∞, 0] except that one or more of x, y, z may be 0
when the corresponding integral converges. We assume that the three variables x, y and
z are different, because otherwise the functions RF and RD are elementary functions.
Moreover, for the sake of simplicity and due to the symmetry of the variables we also
assume that one of the variables of RF , say z, is positive. Similarly, we assume for RD
that either x, y ∈ C \ (−∞, 0] and z > 0 or y, z ∈ C \ (−∞, 0] and x > 0. The results
that we are going to derive can be extended to complex values of the positive variables
by using analytic continuation arguments (see Appendix B).
The functions RF and RD are homogeneous functions of degree, respectively, −1/2
and −3/2 in its three variables. Moreover, the function RF is symmetric in its three
variables whereas only the variables x and y play the same role in the integrand of the
function RD . Therefore, instead of the function RF (x, y, z) we consider the function
F (x, y) defined in (4.17) below. On the other hand, instead of considering the function
RD (x, y, z), we consider, if z > 0 the function G1 (x, y) given in (4.18) or, if x > 0, the
function G2 (y, z) defined in (4.19). These functions are defined by means of
√ 1 ∞
Z
ds
F (x, y) := zRF (z(1 + x), z(1 + y), z) = √ √ √ , (4.17)
2 0 s+x+1 s+y+1 s+1
with x, y ∈ C \ (−∞, −1].
√ 3
Z ∞
ds
G1 (x, y) := z 3 RD (z(1 + x), z(1 + y), z) = √ √ p ,
2 0 s+x+1 s+y+1 (s + 1)3
(4.18)
with x, y ∈ C \ (−∞, −1].
√ 3
Z ∞
ds
G2 (y, z) := x3 RD (x, x(1 + y), x(1 + z)) = √ √ p ,
2 0 s + 1 s + y + 1 (s + z + 1)3
(4.19)
y, z ∈ C \ (−∞, −1].
The functions F, G1 and G2 are functions of only two variables and they are more
convenient than the functions RF and RD to derive new convergent expansions uniformly
valid when one of its variables runs in a large set of the complex plane. And all the results
that we are going to obtain can be translated to the symmetric elliptic functions by means
of the connection formulas

1 x−z y−z
RF (x, y, z) = √ F , , x, y ∈ C \ (−∞, 0], z > 0. (4.20)
z z z

1 x−z y−z
RD (x, y, z) = √ G1 , , x, y ∈ C \ (−∞, 0], z > 0. (4.21)
z3 z z

1 y−x z−x
RD (x, y, z) = √ G2 , , y, z ∈ C \ (−∞, 0], x > 0. (4.22)
x3 x x
Nevertheless, the integrals (4.17), (4.18) and (4.19) are not suitable for the derivation
of uniform expansions, as the interval of integration is unbounded. In the general theory of
uniform expansion developed in chapter 3 a logarithmic change of variables was indicated
to obtain a compact interval of integration. That change of variables was useful from a
theoretical point of view and in some examples 4.6, 4.7, but it would be too difficult to
work with it if we introduce it in any of the formulas (4.17), (4.18) or (4.19). Instead,
we introduce a simpler change of variables s 7→ t given by 1 + s = 1/t. In this way, we
obtain
1 1
Z
dt
F (x, y) = √√ √ , x, y ∈ C \ (−∞, −1], (4.23)
2 0 t 1 + xt 1 + yt
√
3 1
Z
tdt
G1 (x, y) = √ √ , x, y ∈ C \ (−∞, −1] (4.24)
2 0 1 + xt 1 + yt
and √
Z 1
3 tdt
G2 (y, z) = √ p , y, z ∈ C \ (−∞, −1]. (4.25)
2 0 1 + yt (1 + zt)3
For the sake of convenience and generality, we consider the more general function
Z 1
tc dt
F(a, b, c; x, y) := a b
, x, y ∈ C \ (−∞, −1] (4.26)
0 (1 + xt) (1 + yt)
with a, b, c ∈ C restricted so that <a, −1.

We are going to obtain a uniform approximation of the function F being y the uniform
variable. For this reason, we identify g(t) = (1+xt)−a and h(t, y) = tc (1+yt)−b . However,
it is not clear if h(t, y) can be bounded independetly of y nor in which region we can do
it. Moreover, it is also not clear which point we should consider as base point for the
Taylor expansion of g(t), as the function g(t) depends on x. In the following two lemmas
we give an answer to this two questions.
Lemma 4.8.1. For any fixed angle θ ∈ [π/2, π), consider the extended sector
[
S(θ) := {y ∈ C : | arg(y)| ≤ θ}
\ \
{y ∈ C : | arg(y)| > θ} {y ∈ C : |y + 1| > sin θ} {y ∈ C : |y + 1/2| ≤ 1/2} ,
(4.27)
Im(y)
R3
P+ R2
π-θ R1
θ
-1 sin
-1/2 Re(y)
P-
Figure 4.8: The region S(θ) defined in equation (4.27) is marked in green. Its boundary is the
portion of the rays arg y = ±θ exterior to the open disk R2 (the disk of center −1/2 and radius
1/2) and also the portion of the circle |y + 1| = sin θ interior to R2 . In the limit case θ → π the
region S(θ) becomes the cutted complex plane C \ (−∞, −1].
that is depicted in green in figure 4.8. Then, for any y ∈ S(θ), t ∈ [0, 1] and <b ≥ 0 the
function h(t, y) := tc (1 + yt)−b can be uniformly bounded in the form
|h(t, y)| ≤ t<c eπ|=b| (sin θ)−<b . (4.28)
Proof. By splitting b into its real and imaginary parts, it is straightforward to check that
|h(t, y)| = |tc | |(1 + yt)−b | ≤ |(1 + yt)−<b | t<c eπ|=b| . (4.29)
To bound the first factor, we divide the region C \ (−∞, −1] in three different parts
named R1 , R2 and R3 that are shown in figure 4.8. In each region, we search the absolute
maximum of the function |(1 + yt)−<b | for t ∈ [0, 1] (absolute that depends on the value
of <y). We have:
For y ∈ R1 := {y ∈ C : <y ≥ 0}, the maximum is attained at t = 0 and its value
is 1.
If y ∈ R2 := {y ∈ C : |y + 1/2| < 1/2} = {y ∈ C : <y < −|y|2 }, the maximum is
attained at t = 1 and its value is |1 + y|−<b .
When y ∈ R3 := {y ∈ C \ (−∞, −1] : −|y|2 ≤ <y < 0}, the maximum is attained
at t = −<y/|y|2 and its value is | sin(arg y)|−<b . Note that the region R3 is the
left half complex plane <y < 0 with both, the straight (−∞, −1] and the disk R2 ,
removed.
For any fixed angle θ ∈ [π/2, π), the rays arg y = ±θ cut the boundary of the disk R2
at the points P± = (− cos2 θ, ± sin θ cos θ). On the one hand, at the portions of the rays
arg y = ±θ that are inside the region R3 (that is a portion of the boundary of S(θ)) we
have that
| sin(arg y)|−<b ≤ (sin θ)−<b .
On the other hand, at the portion of the circle |y + 1| = sin θ that is inside the disk R2 ,
that is, the remaining portion of the boundary of S(θ), we have that
|1 + y|−<b ≤ (sin θ)−<b .
In any case, the last two inequalities together with (4.29) prove the uniform bound (4.28)
given in the lemma.
Remark 4.8.2. In the limit case θ → π, the region S(θ) becomes the cutted complex plane
C \ (−∞, −1].
Lemma 4.8.3. For any x ∈ C \ (−∞, −1], consider a point of the complex plane w(x)
given by any of the following three formulas:

1 if | arg(x + 1)| < π/2,
1  <(x+1)−|x+1|
w(x) = × 1 + i =(x+1) if 0 < | arg(x + 1)| < π, (4.30)
2 
0 if |x| < 1.

Then,
|xw(x)| < |1 + xw(x)| , |x (1 − w(x))| < |1 + xw(x)| . (4.31)
Moreover, for arg(x+1) = π, the two inequalities |xw| < |1+xw| and |x(1−w)| < |1+xw|
can not be simultaneously satisfied for any value of w.
Proof. In order to simplify the notation, we simply write w(x) = w. If we divide the
second inequality of (4.31) by |x + 1|, then (4.31) becomes
x x
|xw| < |1 + xw| , (w − 1) < 1 + (w − 1) ,
x+1 x+1
x
which mean that the distance from both points, xw and x+1 (w −1), to the point −1 must
be larger than the distance to the point 0. This statement is equivalent to the following
two inequalities:
1 x 1
<(xw) > − , < (w − 1) > − .
2 x+1 2
We define θ := arg(x+1), r := |x+1| and we choose w to be of the form w = (a+1/2)+ib
with a, b ∈ R. Then, the above inequalities read

1 1
cos θ − a − b sin θ + cos θ > 0,
r 2 (4.32)
1
(r − cos θ) a − b sin θ + cos θ > 0.
2
If we take θ = π, the inequalities in (4.32) become
1 r
<a<− .
2(r + 1) 2(r + 1)
Therefore, when arg(x + 1) = π, inequalities (4.31) do not hold for any w ∈ C. On the
other side, we have that:
For |θ| < π/2 the two inequalities in (4.32) hold for a = 0 = b, that is, w = 1/2
(first line in (4.30)).
For θ 6= 0, π the two inequalities in (4.32) hold for a = 0 and b < cot(θ)/2 if
0 < θ < π or b > cot(θ)/2 if −π < θ < 0. In particular, the inequalities hold for
the value of w given in the second line of (4.30).
For r < 2 cos θ the two inequalities in (4.32) hold for a = −1/2 and b = 0, that is,
for w = 0. The condition r < 2 cos θ is equivalent to |x| < 1 (last line in (4.30)).
Remark 4.8.4. Note that, for many values of x, there is an overlaping in the sector that
defines w(x) in equation (4.30), that is, there are values of x for which several values
of w(x) are possible. This is not important and lemma 4.8.3 states that for any possible
choice, inequalities (4.31) hold.
With the help of the lemmas proved above we are in conditions for obtaining a uni-
formly convergent expansion of the function F introduced in (4.26) and defined by the
integral representation
Z 1
tc dt
F(a, b, c; x, y) := a b
, x, y ∈ C \ (−∞, −1] (4.33)
0 (1 + xt) (1 + yt)
with a, b, c ∈ C restricted so that <a, −1.

Following the steps of chapter 3 we identify g(t) = (1+xt)−a and h(t, y) = tc (1+yt)−b .
It is clear that g(t) is analytic in Ω = {t ∈ C : 1 + xt ∈
/ (−∞, 0]}. We consider its Taylor
series expansion at the point t = w(x), with w(x) given in any of the first two lines of
(4.30) in lemma 4.8.3 to find
n−1
1 X (a)k (−x)k (t − w)k
g(t) = + rn (t; x, w, a). (4.34)
(1 + xw)a k=0 k! (1 + xw)k
With this election of the base point and with the help of lemma 4.8.3, we have that
x(w(x)−t)
1+xw(x)
< 1 for any t ∈ [0, 1]. Thence, expansion (4.34) is convergent and the remainder
rn (t; x, w, a) can be written in the form
∞
1 X (a)k (−x)k (t − w(x))k
rn (t; x, w, a) =
(1 + xw)a k=n k! (1 + xw(x))k
n
(a)n x (w(x) − t) 1, n + a x (w(x) − t)
= 2 F1 .
(1 + xw(x))a n! 1 + xw(x) n+1 1 + xw(x)
For t ∈ [0, 1], it holds that |t − w(x)| ≤ |w(x)| and then, using the series definition of the
Gauss hypergeometric function [104, eq. 15.2.1], we find that
n
|(a)n | xw(x) 1, n + <a xw(x)
|rn (t; x, w, a)| ≤ 2 F1 . (4.35)
|(1 + xw(x))a | n! 1 + xw(x) n+1 1 + xw(x)
On the other hand, for any fixed angle θ ∈ [π/2, π) we have that, using lemma 4.8.1,
the function h(t, y) can be bounded in the form
tc
|h(t, y)| := ≤ t<c eπ|=b| | sin θ|−<b := H(t), (4.36)
(1 + yt)b
for any y ∈ S(θ), being S(θ) ⊂ C \ (−∞, −1] the region defined in lemma 4.8.1 and
depicted in figure 4.8. Note that H(t) is an integrable function on [0, 1].
We replace g(t) in the integral (4.33) by the right hand side of (4.34) and, interchang-
ing summation and integration, we obtain
n−1 k
1 X (a)k −x
F(a, b, c; x, y) = Ak (b, c; y, w(x)) + Rn (a, b, c; x, y),
[1 + xw(x)]a k=0 k! 1 + xw(x)
(4.37)
where the coefficients Ak (b, c; y, w) are related to the moments of the function h(t, y) in
the form
Z 1 Z 1
Ak (b, c; y, w) := k
(t − w) h(t, y)dt = (t − w)k tc (1 + yt)−b dt. (4.38)
0 0
As the moments of h are given by

Z 1
1 b, n + c + 1
M [h(·, y); n] := h(t, y)tn dt = 2 F1 −y ,
0 c+n+1 n+c+2
we consider the binomial expansion of the factor (t − w)k in (4.38) to find

k
k (−w)k−j

X b, j + c + 1
Ak (b, c; y, w) = 2 F1 −y . (4.39)
j=0
j c+j+1 j+c+2
On the other hand, the remainder term Rn (a, b, c; x, y) in (4.37) is given by

1
tc
Z
Rn (a, b, c; x, y) := rn (t; x, w, a)dt.
0 (1 + yt)b
Taking into account the bounds (4.36) and (4.35) and integrating, we find the bound
eπ|=b| (sin θ)−<b Γ(<a + n) |xw(x)|n

1, n + <a |xw(x)|
|Rn (a, b, c; x, y)| ≤ 2 F1
|Γ(a)|(<c + 1) n! | (xw(x) + 1)n+a | n+1 |xw(x) + 1|
(4.40)
This bound shows that the right hand side of (4.37) is a uniformly convergent ex-
pansion of F(a, b, c; x, y) for y ∈ S(θ). The uniform feature follows from the fact that
the bound of the remainder is independent of the variable y. To see clearer that the
expansion is convergent, we use in (4.40) the definition of the symbol of Pochhammer [4,
eq. 5.2.5] and the asymptotic behaviour [4, eq. 5.11.12] for the quotient of two gamma
functions, as well as the asymptotic behaviour of the Gauss hypergeometric function [141,
eq. 15] to obtain a exponential order of convergence:
n
xw(x) a−1
Rn (a, b, c; x, y) = O n , as n → ∞. (4.41)
xw(x) + 1
Remark 4.8.5. Due to the election of w(x) given by lemma 4.8.3, the branch point t =
−1/x of the function g(t) = (1 + xt)−a is located outside the disk of convergence of
the Taylor expansion of g(t) at t = w(x). Moreover, the integration interval [0, 1] is
completely contained in that disk of convergence and then, according to case 1 of theorem
3.3.1 the convergence of expansion (4.37) should be of exponential type as shown by (4.41)
xw(x)
(recall that, by lemma 4.8.3, xw(x)+1 < 1.)
Remark 4.8.6. We have considered above the point t = w(x) as base point for the Taylor
expansion of the function g(t). This election is valid for any value of x. However, if we
impose the more demanding restriction |x| < 1 (see the third line of (4.30) in lemma
4.8.3) we could consider t = 0 as the base point for the Taylor expansion of g(t). Then,
following the same steps as above we would obtain a simpler expansion of F(a, b, c; x, y)
with a more accurate error bound (see [21, Theorem 3.2]).
Recall that the function F(a, b, c; x, y) generalizes the functions F (x, y), G1 (x, y) and
G2 (y, z) given in (4.17), (4.18) and (4.19) respectively and related with the symmet-
ric elliptic integral by means of the connection formulas (4.20), (4.21) and (4.22). We
have that F (x, y) = 12 F (1/2, 1/2, −1/2; x, y), G1 (x, y) = 32 F (1/2, 1/2, 1/2; x, y) and
G2 (y, z) = 23 F (1/2, 3/2, 1/2; y, z). Hence, a convergent expansion for those functions,
that holds uniformly for y ∈ S(θ) follows from (4.37).
In general, the coefficients Ak (b, c; x, y) given in the right hand side of approximation
(4.37) are given in (4.39) in terms of Gauss hypergeometric 2 F1 functions. That is, ex-
pansion (4.37) is not given in terms of elementary functions. However, in the particular
cases when F represents any one of the functions F , G1 or G2 related with the ellip-
tic symmetric integrals, then the corresponding coefficients Ak (b, c; x, y) are elementary
functions of x and y. More precisely, from (4.39) we have
k
k (−w)k−j

X b, j + c + 1
Ak (b, c; y, w) = 2 F1 −y .
j=0
j c+j+1 j+c+2
If b = 1/2 and c = −1/2 (that is, we are considering the coefficients of the function
F (x, y)) we have
Z 1 k−1/2
1/2, k + 1/2 t
2 F1 − y := √ dt
k + 3/2 0 1 + yt
k
2 (−1)k Γ(k + 1/2) √ p X (−y)−j (1/2 − k)j−1
= √ k+1/2 arcsinh( y) − 1 + y .
πy k! j=1
k − j + 1 (−k) j−1
(4.42)
If b = 1/2 and c = 1/2 (we are considering the coefficients of the function G1 (x, y))
we have
Z 1 k+1/2
1/2, k + 3/2 t
2 F1 − y := √ dt
k + 5/2 0 1 + yt
√ k
! (4.43)
(3/2)k arcsinh( y) p X j!(−y j )
= √ − 1+y .
(k + 1)!(−y)k+1 y j=0
(3/2)j
If b = 3/2 and c = 1/2 (we are considering the coefficients of the function G2 (y, z))
we have
Z 1
tk+1/2

3/2, k + 3/2
2 F1 − z := p dt
k + 5/2 0 (1 + zt)3
" √ k j
!# (4.44)
(3/2)k 2arcsinh( z) 1 X (j − 1)!(−z)
= √ + √ −2 + .
k!(−z)k z3 z 1+z j=1
(3/2)j
0.010 0.010
1.2
1.1
0.008 0.008
1.0
0.006 0.006
0.9
0.8 0.004 0.004
0.7
0.002 0.002
0.6
0 2 4 6 8 10 0 2 4 6 8 10 0 2 4 6 8 10
Figure 4.9: The figure on the left shows the function RF (1, y, 2) (black, dashed) and the
approximations provided by the uniform approximation (4.37) using the connection formula
(4.20) (red), the series expansion for small values of y [65, Corollary 3.1, eq. 3.1] (green) and
the series expansion for large values of y [65, Corollary 3.1, eq. 3.1] (blue) after n = 2 terms
of the approximations. The other two pictures show the relative error for x = 1, z = 3 and
real y ∈ [0, 10] after n = 4 terms on the approximations of RF (x, y, z) (middle) and RD (x, y, z)
(right) using the uniform approximation (4.37) and the connection formula (4.20) or (4.21)
(red), the series expansion for small values of y [65, Corollary 3.1, eq. 3.1] or [65, Corollary
3.4, eq. 3.14] (green) and the series expansion for large values of y [65, Corollary 3.1, eq. 3.1]
or [65, Corollary 3.4, eq. 3.14] (green) (blue). We have taken w = 1/2 as base point for the
uniform approximations.
n y = 0.1 y = 0.8 y=2 y = 10 y = 30

1 3.31689 · 10−2 3.08361 · 10−2 2.95432 · 10−2 3.06833 · 10−2 3.3182 · 10−2
10 1.17583 · 10−6 1.01754 · 10−6 9.74489 · 10−7 1.09487 · 10−6 1.29547 · 10−6
20 1.25844 · 10−10 1.0777 · 10−10 1.05111 · 10−10 1.21977 · 10−10 1.47871 · 10−10
30 3.7437 · 10−13 4.21052 · 10−13 4.18897 · 10−11 2.1214 · 10−14 2.14431 · 10−14
(4.37) of the symmetric elliptic integral RF (2, y, 5) taken w = 1/2 as base point, when
we truncate the series after n terms, for different values of n and y.
Remark 4.8.7. To obtain the integral representations (4.17) and (4.18) for the functions
F (x, y) and G1 (x, y) we have assumed that z > 0. Then, if we apply any of the connection
formulas (4.20) or (4.21) to obtain a uniformly convergent expansion of RF or RD from
(4.37) we are restricted, in principle, to z > 0. However, in appendix B it is shown by
means of analytical continuation arguments that the integral representations (4.17) and
(4.18), and therefore the corresponding approximations, are valid in the bigger sector
Λ1 := (x, y, z) ∈ (C \ (−∞, 0])3 : | arg x − arg z| < π, | arg y − arg z| < π .

The situation is similar for the G2 (y, z) function.
As an illustration of the expansion that we obtain, we have that [22, eq. 4]
√ √
(x + 4y) arcsin y x y + 1
F (x, y) = − + ε(x),
4y 3/2 4y
with |ε(x)| ≤ 0.075x2 ≤ 0.075, valid for 0 ≤ x < 1 and uniformly in y, with <y > 0.
4.9 The Gauss hypergeometric and the incomplete beta functions 63
4.9 The 2F1 Gauss hypergeometric function and the incom-

plete beta function
In this section we find two different expansions, depending on the value of the parameter
a, of the 2 F1 (a, b, c; z) function. Moreover, the incomplete beta function [116, §8.17] is a
particular case of the hypergeometric function. In particular, we have [116, eq. 8.17.7]
a
Bz (a, b) = za 2 F1 (1 − b, a, a + 1; z). As a consequence, from the uniformly convergent
expansion of the Gauss hypergeometric function that we are going to derive, we can
obtain a uniformly convergent expansion for the incomplete beta function.
The expansions for the hypergeometric function are derived in [43] whereas the ex-
pansions for the incomplete beta function are given in [44].
4.9.1 A uniformly convergent expansion of the 2 F1 (a, b, c; z) function

for <a ≥ 0.
We consider the Euler integral representation [104, eq. 15.6.1] of the Gauss hypergeo-
metric function
Z 1 b−1
t (1 − t)c−b−1

a, b Γ(c)
F
2 1 (a, b, c; z) ≡ F
2 1 z = dt, <c > 0
c Γ(b)Γ(c − b) 0 (1 − zt)a
(4.45)
valid for z ∈ C \ (1, ∞).
We want to obtain a convergent expansion of the Gauss hypergeometric function that
holds uniformly for z in a large region of the complex plane. Therefore, we identify
g(t) = tb−1 (1 − t)c−b−1 and h(t, z) = (1 − zt)−a . On the one hand, for general values
of b, c ∈ C the function g(t) has two branch points located at t = 0 and t = 1. Hence,
we are in case 4 of theorem 3.3.1 and we find σ = b, γ = c − b. Then, we consider the
standard Taylor expansion of g(t) at the middle point of the integration interval t = 1/2.
On the other hand, we need to find a bound for h(t, z) uniformly valid in z. For <a ≥ 0
we can bound the function h(t, y) using lemma 4.8.1. We have
|h(t, z)| ≤ eπ|=a| [sin θ]−<a := H > 0,
valid for t ∈ [0, 1] and −z ∈ S(θ), with S(θ) defined in (4.27) and depicted in figure 4.8.
Therefore, we find α = 0 and β = 0.
Thus, using theorem 3.3.1 we obtain the convergent expansion [43, eq. 2.2], uniformly
for −z ∈ S(θ). The remainder of the expansion after n terms satisfies Rn (z, a, b, c) =
O n−b + n−(c−b) , as n → ∞ [43, eq. 2.9].
As an illustration of the kind of approximation [43, eq. 2.2] that we find, we have,
for example
1 3 √
,
2 2 384 − 1120z + 2100z 2 + 525z 3 + 1 − z (−384 + 928z − 1684z 2 − 1275z 3 )
2 F1 5
z = √
2 560 2z 4
+ ε(z)
valid for <z ≤ 0 with |ε(z)| < 0.0784. For z = 0 the right hand side of this formula must
be understood in the limit sense. The above formula follows from [43, eq. 2.2] after 3
terms. The bound for the remainder ε(z) follows from [43, eq. 2.19].
0.05
0.65
0.04
1.0
0.45
0.03
0.8
0.25
0.02
0.6
0.05
-10 -5 5 10 0.01
0.4 -0.15
-10 -5 0 5 10 -10 -8 -6 -4 -2 0
Figure 4.10: Real part (left) and imaginary part (middle) of the approximations of the Gauss
hypergeometric 2 F1 (a, b, c; z) function (black, dashed) provided by the power series definition
[104, eq. 15.2.1] (green), the asymptotic expansion [104, eqs. 15.2.1 and 15.8.2] (blue) and the
uniform expansion [43, eq. 2.2] (red), for z ∈ [−10eiπ/4 , 10eiπ/4 ] after n = 4 terms, for a = 0.5,
b = 1.3 and c = 2.5. The figure on the right shows their relative errors for n = 10, a = 0.8,
b = 1.7, c = 3.4 and real z ∈ [−10, 1]. The behavior is similar for other values of z and a, b, c.
n z = 0.75 z = −1 z = −4 z = −15 z = −30

1 4.02002 · 10−1 3.41553 · 10−1 4.30274 · 10−1 6.50772 · 10−1 8.34703 · 10−1
10 1.06926 · 10−2 8.07005 · 10−3 1.20361 · 10−2 2.49721 · 10−2 3.88179 · 10−2
20 3.90646 · 10−3 2.89177 · 10−3 4.43741 · 10−3 9.86427 · 10−3 1.61565 · 10−2
30 2.11844 · 10−3 1.55559 · 10−3 2.41583 · 10−3 5.54824 · 10−3 9.3415 · 10−3
[43, eq. 2.2] of the Gauss hypergeometric function 2 F1 (a, b, c; z) for a = 1.2, b = 1.6 and
c = 3.2, when we truncate the series after n terms, for different values of n and z.
In figure 4.10 and table 4.9 we show the uniform and asymptotic properties of ex-
pansion [43, eq. 2.2]. We also compare it with the well-known power series definition
[104, eq. 15.2.1] and asymptotic expansion [104, eqs. 15.2.1 and 15.8.2] for large z of the
Gauss hypergeometric function.
Moreover, for <b ≤ 1 and −z ∈ S(θ) we can obtain a uniformly convergent expansion
of the incomplete beta function Bz (a, b). In particular, we may derive the expansion [44,
eq. 2.2]. The remainder of this expansion after n terms satisfies Rn (z, a, b) = O (n−a ),
as n → ∞ [44, eq. 2.7].
Remark 4.9.1. For integers values of b and c, the hypergeometric 2 F1 function is a rational
function of a and z. In this case, the uniform expansion [43, eq. 2.2] after n terms is
exact if n is large enough (n ≥ c) as the bound [43, eq. 2.18] for the remainder vanishes.
4.9.2 A uniformly convergent expansion of the 2 F1 (a, b, c; z) function

for <a ≤ 0.
The bound |(1 − zt)−a | ≤ eπ|=a| [sin θ]−<a for t ∈ [0, 1] and −z ∈ S(θ) that we used in
the previous subsection is no longer valid for <a ≤ 0. Therefore, we must consider a new
approach. We perform the change of variables t 7→ 1 − t in the integral (4.45) to find
Z 1 c−b−1
Γ(c)(1 − z)−a (1 − t)b−1

a, b t
2 F1 z = = z
a dt, <c > 0,
c Γ(b)Γ(c − b) 0 1 + 1−z t
z
−a
valid for z ∈ C \ (1, ∞). Now, we take g(t) = tc−b−1 (1 − t)b−1 and h(t, z) = 1 + 1−z t
and we consider the Taylor expansion of g(t) at t = 1/2. For general values of b, c ∈ C
4.9 The Gauss hypergeometric and the incomplete beta functions 65
n z = 0.75 z = −1 z = −4 z = −15 z = −30

1 1.06626 · 10−1 3.13901 · 10−2 2.61334 · 10−2 2.55677 · 10−2 2.56173 · 10−2
10 4.06071 · 10−3 4.71742 · 10−4 2.14439 · 10−4 1.78221 · 10−4 1.77492 · 10−4
20 1.4392 · 10−3 1.4231 · 10−4 4.88566 · 10−5 3.50847 · 10−5 3.45866 · 10−5
30 7.59742 · 10−4 7.02096 · 10−5 2.04139 · 10−5 1.29343 · 10−5 1.26151 · 10−5
[44, eq. 3.2] of the incomplete beta function z −a (1 − z)1−b Bz (a, b) for a = 1.7 and b = 3.4,
when we truncate the series after n terms, for different values of n and z.
the point t = 0 and t = 1 are singular points of g(t). Then, we are again in case 4 of
theorem 3.3.1 with σ = c − b and γ = b.
We need to bound the function h(t, z) uniformly in a large set of the complex z-plane.
To this end, we define, for any r ∈ (0, 1], the region
Cr = {z ∈ C : |z − 1| ≥ r, | arg(1 − z)| < π}.
Then, for z ∈ Cr and t ∈ [0, 1] we have that [43, §3]
|h(t, z)| ≤ eπ|=a| r<a := H > 0.
Hence, we find α = 0 and β = 0. After an application of theorem 3.3.1 we obtain

the convergent expansion [43, eq. 3.2] uniformly valid for z ∈ Cr . If we truncate the
expansion after n terms we obtain a remainder Rn (z, a, b, c) that satisfies Rn (z, a, b, c) =
O n−b + n−(c−b) , as n → ∞ [43, eq. 3.6].
Besides, from the relation between the Gauss hypergeometric function and the in-
complete beta function we may derive a convergent expansion of Bz (a, b) for <b ≥ 1
uniformly valid for z ∈ Cr [44, eq. 3.2] whose remainder term of the order n satisfies
Rn (z, a, b) = O (n−a ), as n → ∞ [44, eq. 3.6].
As an illustration of the kind of approximation that we find, we have, for example

−5/2 −1/2 5 3
z (1 − z) Bz , =
2 2
q q q
3 1 2 1 1
397z − 5 7 1−z + 17 z + 24 7 1−z − 9 z + 96 1−z
−1
√ + (z),
840 2z 3
valid for <z ≤ 0 with |(z)| < 0.0089. For z = 0 this formula must be understood in the
limit sense. This approximation follows from [44, eq. 3.2] by truncating the expansion
after 3 terms. The error bound for (z) follows from [44, Proposition 3.2]. In figure
4.11 and table 4.10 we show the uniform and convergent features of expansion [44, eq.
3.2]. We also compare it with the well-known power series representation [124] and the
asymptotic expansion for large z [116, eq. 8.17.7]+[104, eqs. 15.2.1 and 15.8.2] of the
incomplete beta function.
Remark 4.9.2. For integers values of b and c, the hypergeometric 2 F1 function is a rational
function of a and z. In this case, the uniform expansion [43, eq. 2.2] after n terms is
exact if n is large enough (n ≥ c) as the bound [43, eq. 2.9] for the remainder vanishes.
1.0 0.010
0.9 0.3
0.008
0.8 0.2
0.7 0.1 0.006
0.6
-10 -5 5 10 0.004
0.5
-0.1
0.4 0.002
-0.2
0.3
-0.3
-10 -5 0 5 10 -10 -8 -6 -4 -2 0
plete beta function z −a (1−z)1−b Bz (a, b) (black, dashed) provided by the power series definition
[124] (green), the asymptotic expansion [116, eq. 8.17.7]+[104, eqs. 15.2.1 and 15.8.2] (blue)
and the uniform expansion [44, eq. 3.2] (red) for z ∈ [−10eiπ/6 , 10eiπ/6 ] after n = 4 terms, for
a = 1.5 + 0.75i and b = 2.25 + 0.25i. The figure on the right shows their relative errors for
n = 10, a = 1.1, b = 2.2 and real z ∈ [−10, 1]. The behavior is similar for other values of z and
a, b.
Chapter 5
An Application of the Uniform
Expansions: A Series Representation
of the Volterra Function
In chapter 3 we have developed a newR theory of uniformly convergent expansions of

1
integral transforms of the form F (z) = 0 g(t)h(t, z)dt. In contrast to other expansions
that we may find in the literature, like for example power series expansions or asymptotic
approximations, the uniform expansions hold in a large (possibly unbounded) region of
the complex plane that contains small values of the uniform variable z. That is, the
expansion is valid not only in a neighborhood of a selected point, but for large and small
values of the selected variable |z|. Therefore, we can use these expansions in the numerical
evaluation of integral transforms, and in particular, in the evaluation of special functions
admitting and integral representation F (z). However, as we have seen in theorem 3.3.1
specially in cases 2-4, the speed of convergence is only of power type if one (or both) of
the end points of the integration interval [0, 1] are singular points of the function g(t)
in the integrand. For this reason, power series and asymptotic expansions are preferable
over uniform expansions in the numerical evaluation of integrals when the variable z is,
respectively, small or large. In spite of that, as we have seen numerically in chapter 4,
there is an intermediate region where, in general, uniform expansions perform better than
the power series and the asymptotic expansions.
In chapter 4 we have derived uniform approximation of several special functions and
we have seen, with the help of tables and graphics, that they do globally well in the
numerical evaluation of integrals. Nevertheless, the main advantage of the uniform ex-
pansions is not numerical, but analytic. As uniform expansions hold in a large set of
the complex plane, they can replace the function F (z) when it appears in a certain com-
putation, like for example a differential equation or as a factor in the integrand of an
integral. In this manner the computation becomes easier to carry out, since the uniform
approximation is given in terms of elementary functions.
In this chapter, we illustrate this idea by considering the Volterra function, that is
defined by means of the following definite integral [32], [40, Ch. 18, §18.3]
∞
tu+α uβ
Z
1
µ(t, β, α) := du, (5.1)
Γ(β + 1) 0 Γ(u + α + 1)
67
68 Chapter 5. An application of the uniform expansions
with <β > −1 and t > 0. After certain manipulations and using a uniform approximation
of a factor in the integrand, we derive a convergent expansion of µ(t, β, α) in terms of
incomplete gamma functions. The results of this chapter are based on [70].
5.1 Introduction
The Volterra function µ(t, β, α) is defined by the integral representation (5.1), but there
are some particular notations that are usually adopted in some particular cases, namely:
Z ∞ Z ∞
tu du tu+α du
ν(t) := µ(t, 0, 0) = , ν(t, α) := µ(t, 0, α) = ,
0 Γ(u + 1) 0 Γ(u + α + 1)
Z ∞ u β
1 t u du
µ(t, β) := µ(t, β, 0) = .
Γ(β + 1) 0 Γ(u + 1)
The function µ(t, β, α) and any of its particular cases, ν(t), ν(t, α) or µ(t, β) are
analytic functions of the variable t with branch-points at t = 0 and ∞ and no more
singularities [40, Ch. 18, §18.3]; and ν(t, α) and µ(t, β, α) are entire functions of α.
Moreover, the variable β is restricted so that <β > −1 in order for the integral (5.1) to
be convergent, but the definition of µ(t, β, α) can be extended to the whole β−plane by
repeated integration by parts [40, Ch. 18, §18.3, eq. 4]
Z ∞ Z ∞
tu+α uβ tu+α

1 −1 β+1 d
µ(t, β, α) : = du = u du
Γ(β + 1) 0 Γ(u + α + 1) Γ(β + 2) 0 dt Γ(u + α + 1)
Z ∞
(−1)m tu+α

β+m d
= ... = u du
Γ(β + m + 1) 0 dt Γ(u + α + m)
for <β > −m − 1, with m ∈ N ∪ {0}. The so extended function µ(t, β, α) is also an entire
function of β.
These functions are named after the italian mathematician Vito Volterra who, in
1916, introduced them as solution to certain integral equations with a logarithmic kernel
[148]. Since then, these functions have played an important role in differents fields in
mathematics. Specially important are their applications in integral equations and opera-
tional calculus, as shown by many french mathematicians in the forties of the last century
[30, 31, 53, 121, 122, 123]; and due to integral formulas such as [40, Ch. 18, §18.3, eq.
22]
Z ∞ 2
t
exp − µ(t, β, α)dt = 2β+1 y 1/2 π 1/2 µ(y, β, α/2) <α > −1, <y > 0,
0 4y
that relate the Volterra function with a certain integral transform of itself.
For this reason, Volterra functions take a central role in the theory of the Laplace
transform as they are the Laplace transform of simple functions. For example [40, Ch.
18, §18.3, eq. 17],
Z ∞
tβ e−st
dt = eαs µ e−s , β, α ,

<β > −1,
0 Γ(α + t + 1)
and Z ∞
e−st µ (t, β, α) dt = s−α−1 (log s)−β−1 , <α > −1, <s > 1.
0
5.1 Introduction 69
Besides, the function ν(t, α) appears in the formulaR∞of Paley-Wiener for the inversion of
a Laplace transformation [112]. That is, if f (s) = 0 e−st F (t)dt, then
Z ∞
1
F (t) = lim f (s) [ν (st, −1/2 + λi) − ν (st, −1/2 − λi)] ds.
λ→∞ 2πi 0
More recently, Mainardi et al. [49, 85, 86] have studied the Volterra functions in con-
nection with solutions to fractional relaxation/diffusion equations of distributed order;
and Apelblat [2] has collected a comprehensive set of information about this function,
providing a historical perspective, abundant bibliography, important identities and sev-
eral integral transforms.
On the other hand, the so called Fransén-Robinson constant, denoted by F , and
defined by menas of Z ∞
1
F := dx,
0 Γ(x)
is a special case of the Volterra function as F = µ(1, 0, −1) = µ(1, 1, 0). This constant
has interesting applications in statistics [48]: Imagine a certain probability model whose
density function decreases faster than e−cx , for any positive constant c. Then, the recip-
rocal gamma function may be used as density function and the value of the constant F
is needed for the sake of normalization.
In spite of the importance that the Volterra function has in many branches of math-
ematics, most books on special function do not consider it. For this reason, asymptotic
expansions have not yet been fully investigated, although asymptotic expansions as t → 0
and t → ∞ may be found, respectively, in [40] and [155]. The results are summarized in
[49] and given below:
Define the coefficients
(−1)n 1 dn

(α) 1
Dn := µ (1, −n − 1, α) = .
n! n! dxn Γ(α + x + 1) x=0
Then,
∞ −β−1−n
α
X 1
µ(t, β, α) ∼ t (β + 1)n Dn(α) log , as t → 0, with t ∈ C \ [1, +∞).
n=0
t
(5.2)
On the other hand,
µ(t, β, α) ∼ E(t, β, α) + H(t, β, α), as |t| → ∞, | arg t | < π, (5.3)
where H(t, β, α) is the expansion in the right hand side of (5.2) and
∞ (α,β)
X En
E(t, β, α) := et tβ−n ,
n=0
Γ(β + 1 − n)
(α,β)
being En the coefficients given by
(−1)n dn (1 − x)−α−1 (−x)β+1

En(α,β) := .
n! dxn logβ+1 (1 − x) x=0
Nevertheless, convergent expansions are not available in the literature. The aim of
this chapter of the thesis is to fill this gap by deriving a family of convergent series of
Figure 5.1: A possible path C is obtained by joining a circle of radius R > |t| with the two
straight lines =(w) = ±ε, for any 0 < ε < R, traversed in the counterclockwise direction.
the Volterra function. To obtain it, in section 5.2 we derive an integral representation
of the Volterra function different from the one given as definition in (5.1) and that is
more suitable for our analysis. Then, a uniform expansion of a factor of the integrand in
the new integral representation is used to obtain a convergent expansion of the Volterra
function (section 5.3). The resulting expansion is given in terms of a family of definite
integrals that are related to the incomplete gamma function. Finally, some numerical
experiments are shown in section 5.4.
5.2 A convenient representation of the Volterra function

The starting point of our analysis is the integral definition of the Volterra function (5.1)
Z ∞
1 tu+α uβ
µ(t, β, α) := du. (5.4)
Γ(β + 1) 0 Γ(u + α + 1)
We consider Hankel’s loop integral representation of the reciprocal gamma function [4,
eq. 5.9.2] Z
1 1
= ew w−z dw, z ∈ C,
Γ(z) 2πi C
where the integration contour C is the closed loop (−∞, 0+) that starts at w = −∞ with
arg w = −π, surrounds the point w = 0 counterclockwise and comes back to w = −∞
but with arg w = π (see figure 5.1). Replacing the factor 1/Γ(u + α + 1) in (5.4) by its
corresponding Hankel’s loop integral and invoking to Fubini’s theorem, we find
Z ∞
tα
Z
w −α−1 u β −u t
µ(t, β, α) = e w t u w du dw, < 1,
Γ(β + 1) C 0 w
where the restriction |t| < |w| is necessary for convergence reasons. The inner integral
above can be computed as follows:
Z ∞ Z ∞
u β −u Γ (β + 1)
t u w du = exp [−u log(w/t)] uβ du = ,
0 0 logβ+1 (w/t)
where the last equality follows from formula [4, eq. 5.9.1] for the Γ function. Therefore,
tα ew w−α−1
Z
µ(t, β, α) = .
2πi C logβ+1 (w/t)
5.2 A convenient representation of the Volterra function 71
Figure 5.2: The integration contour L (left) in the integral (5.5) crosses the real line at a
certain c > 0. It can be deformed to the rectangle-like contour (middle) consisting of a vertical
line at <s = c and two straight lines at height =s = ±iπ/2 that go up to infinity parallel to
the real axis. This contour can be further deformed to a similar rectangle Γ, but with height
=s = ±π (right). All three paths are traversed in the clockwise direction.
The contour C is, for example, the one depicted in figure 5.1 and made up of two straight
lines and a circle centered at w = 0 with radius R > |t|. If <α ≥ −1 we can deform the
contour C to the vertical line C 0 := {R + iu : −∞ |t|. Then
∞
eR tα eiu (R + iu)−α−1
Z
µ(t, β, α) = du, R > |t|.
2π −∞ logβ+1 [(R + iu) /t]
We perform a further change of variables u 7→ s defined by R + iu = tes or, equivalently,

s = log R+iu
t
with |=s| < π. Then, the Volterra function is given by
Z
1 s
µ(t, β, α) = e−αs s−β−1 ete ds, (5.5)
2πi L
where the contour L := {s = log R+iu

t
: −∞ 0.
We note that the right hand side of (5.5) is an analytic function of β and therefore it
is an explicit expression for the analytic continuation of µ(t, β, α) defined in (5.4) from
the half-plane <β > −1 to the entire complex β−plane.
The curved path L in (5.5) shown in figure 5.2 (left) can be deformed to the rectangle-
like contour shown in figure 5.2 (middle) and given by {s = u−iπ/2 : c < u < +∞}∪{s =
c + iu : −π/2 < u < π/2} ∪ {s = u + iπ/2 : c < u < +∞}. We can further deform this
path to a similar rectangle Γ whose height is not located at =w = ±π/2, but at =w = ±π
(figure 5.2 (right)). This new path is given by Γ := {s = u − iπ : c 0 is
any postive constant. As a result, the Volterra function can be written as the sum of the
integrals
µ(t, β, α) = µ0 (t, β, α, c) + µ∞ (t, β, α, c), for any c > 0, (5.6)
where
π c iu
e−αc e−iαu ete e
Z
µ0 (t, β, α, c) := du, (5.7)
2π −π (c + iu)β+1
and u u
∞ ∞
e−iαπ e−αu e−te eiαπ e−αu e−te
Z Z
µ∞ (t, β, α, c) := du − du. (5.8)
2πi c (u + iπ)β+1 2πi c (u − iπ)β+1
5.3 Series representations of the Volterra function

In this section we analyze both integrals µ0 (t, β, α, c) and µ∞ (t, β, α, c) given in (5.6),
(5.7), (5.8) and valid for <α ≥ −1, <β > −1, t > 0 and arbitrary c > 0. We derive a
series representation for each one of them to obtain the main result of this chapter: a
family of convergent expansions of the Volterra function in terms of incomplete gamma
functions and elementary functions. However, before we obtain it, we need some previous
results.
We define the following family of integrals:

Z π −a(c+iu)
e
φ(a, b, c) := b+1
du, a, b, c ∈ C, (5.9)
−π (c + iu)
with the only restriction 0 and −1,
the following integral representation:
Z ∞ b −cx
2e−ca x e sin [π(a + x)]
φ(a, b, c) = dx. (5.10)
Γ(b + 1) 0 a+x
Proof. We consider the well-known integral representation of the Γ function [4, eq. 5.9.1]
given by Z ∞
Γ(ν)
= e−zx xν−1 dx, <ν > 0, <z > 0. (5.11)
zν 0
Thus, we can write
Z ∞
1 1
= xb e−(c+iu)x dx, −1, <c > 0,
(c + iu)b+1 Γ(b + 1) 0
which, replaced into (5.9) and using Fubini’s theorem to interchange the order of inte-
gration yields
Z ∞ Z π
1 −a(c+iu) b −(c+iu)x
φ(a, b, c) = e xe du dx
Γ(b + 1) 0 −π
Z ∞ Z π
e−ca

b −cx −i(a+x)u
= xe e du dx.
Γ(b + 1) 0 −π
2 sin[π(a+x)]
The inner integral can be straightforwardly computed and equals a+x
, which gives
(5.10) and proves the lemma.
In the following lemma, we compute the functions φ(a, b, c) in terms of incomplete

gamma functions. In particular, we have:
Lemma 5.3.2. Let a, b ∈ C and c ∈ R. Then, the following formulas for the function
φ(a, b, c) defined in (5.9) hold true:
1. If a 6= 0 and b ∈ / (N ∪ {0}),
∗
γ (−b, a(c − iπ)) γ ∗ (−b, a(c + iπ))

φ(a, b, c) = i Γ(−b) − , (5.12)
(c − iπ)b (c + iπ)b
where γ ∗ (α, z) is the regularized incomplete gamma function, defined as γ ∗ (α, z) =
z −α
Γ(α)
γ(α, z), [116, eq. 8.2.6].
5.3 Series representations of the Volterra function 73
2. If a 6= 0 and b ∈ (N ∪ {0}),
(−1)b [log (a(c + iπ)) − log(c + iπ)]

b
φ(a, b, c) = ia Γ(−b, a(c + iπ)) + −
b!
(5.13)
(−1)b [log (a(c − iπ)) − log(c − iπ)]
−Γ(−b, a(c − iπ)) − .
b!
3. If a = 0 and b 6= 0,
2 sin [b arctan(π/c)]
φ(0, b, c) = √ b . (5.14)
b c2 + π 2
4. If a = 0 and b = 0, π
φ(0, 0, c) = 2 arctan . (5.15)
c
Proof. Formulas (5.14) and (5.15) follow by directly computing the integral (5.9) (with
a = 0). For example, if b 6= 0,
Z π " #
b b
du i i (c − iπ) − (c + iπ)
= (c + iπ)−b − (c − iπ)−b =

φ(0, b, c) = .
−π (c + iu)
b+1 b b (c2 + π 2 )b
As
√ b √ b
(c + iπ)b = c2 + π 2 eib arctan(π/c) and (c − iπ)b = c2 + π 2 e−ib arctan(π/c) ,
it follows that
√ b
(c − iπ)b − (c + iπ)b = −2i c2 + π 2 sin [b arctan(π/c)]
and we find (5.14). In a similar way, or taking the limit value b → 0 in (5.14), formula
(5.15) can be found.
In order to prove the remaining formulas (5.12) and (5.13), we consider the series
expansion of the exponential function in the integral (5.9) to find
Z π −a(c+iu) Z πX ∞
e (−a)n
φ(a, b, c) = b+1
du = (c + iu)n−b−1 du. (5.16)
−π (c + iu) −π n=0 n!
We invoke to the dominated convergence theorem to interchange summation and inte-
gration. Then, we have to distinguish two cases depending on whether b = 0, 1, 2, . . ., or
not.
If b ∈
/ (N ∪ {0}), we get
∞
X (−a)n i (c − iπ)n−b − (c + iπ)n−b
φ(a, b, c) =
n=0
n! n−b
∞ ∞
1 X [−a(c + iπ)]n 1 X [−a(c − iπ)]n
= − .
i(c + iπ)b n=0 n!(n − b) i(c − iπ)b n=0 n!(n − b)
From the series representation [116, eq. 8.7.1] of the regularized incomplete gamma
function γ ∗ (α, z) we have that
Γ(−b) Γ(−b)
φ(a, b, c) = b
γ ∗ (−b, a(c + iπ)) − γ ∗ (−b, a(c − iπ))
i(c + iπ) i(c − iπ)b
and formula (5.12) follows.
If b ∈ (N ∪ {0}) we could consider the limit case b → n0 , being n0 a postive integer,

in equation (5.12). Instead, we derive formula (5.13) directly by writing (5.16) in
the form
∞
(−a)n π (−a)b π
X Z Z
φ(a, b, c) = (c + iu) n−b−1
du + (c + iu)−1 du
n=0, n6=b
n! −π b! −π
∞ ∞
X (−a)n (c − iπ)n−b X (−a)n (c + iπ)n−b
=i −i +
n=0, n6=b
n! n−b n=0, n6=b
n! n−b
(−a)b
+i [log(c − iπ) − log(c + iπ)] .
b!
Using the series representation [116, eq. 8.4.12] of the incomplete gamma function
evaluated at a negative integer, that is, Γ(−n, z) with n = 0, 1, 2, . . ., and after
some simplifications, we get formula (5.13).
In order to find a convergent expansion of the function µ∞ (t, β, α, c) defined in (5.8)

and given by
u u
e−iαπ ∞ e−αu e−te eiαπ ∞ e−αu e−te
Z Z
µ∞ (t, β, α, c) := du − du
2πi c (u + iπ)β+1 2πi c (u − iπ)β+1
we perform first some manipulations to obtain a more suitable integral representation.

To this end, we use again the integral (5.11) for the gamma function to write
Z ∞
1 1
= e−(u±iπ)v v β dv.
(u ± iπ)β+1 Γ(β + 1) 0
Then,
Z ∞ Z ∞
e−iαπ

−αu −teu −(u+iπ)v β
µ∞ (t, β, α, c) = e e e v dv du−
2πiΓ(β + 1) c 0
Z ∞ Z ∞
eiαπ

−αu −teu −(u−iπ)v β
− e e e v dv du.
2πiΓ(β + 1) c 0
We interchange the order of integration by applying Fubini’s theorem to find

Z ∞ Z ∞
1 β −(u+iπ)(v+α) −teu
µ∞ (t, β, α, c) = v e e du dv−
2πiΓ(β + 1) 0 c
Z ∞ Z ∞
β −(u−iπ)(v+α) −teu
− v e e du dv
0 c
Z ∞ Z ∞ (5.17)
−1 β −u(v+α) −teu
= v sin [(v + α)π] e e du dv
πΓ(β + 1) 0 c
Z ∞
−1
= v β sin [(v + α)π] tv+α Γ(−v − α, tec ) dv,
πΓ(β + 1) 0
where, in the last equality, we have used that the last integral above with respect to u is
in fact an incomplete gamma function, as can be easily seen by performing the change
of variables u 7→ w given by w = teu and using the integral definition of the incomplete
gamma function [116, eq. 8.2.1].
It might seem that representation (5.17) of the function µ∞ (t, β, α, c) is less conve-
nient than formula (5.8) to derive a convergent expansion of the function µ∞ (t, β, α, c).
However, as we will see below, they key point is to use the uniformly convergent expan-
sion of the incomplete gamma function Γ(a, z) valid for all <a < 0 given in section 4.4.
That expansion is uniformly valid in the whole interval of integration and then, if we
replace the gamma function Γ(−v − α, tec ) in the integrand of (5.17) by its uniformly
convergent expansion and we interchange summation and integration, we hope to obtain
an expansion of the funcion µ∞ (t, β, α, c) that is convergent.
In the following theorem we show that the above idea is not only formal, but rigorous,
by finding accurate bounds for the remainder of the expansion.
Theorem 5.3.3. Let α, β ∈ C with <α > 0 and <β > −1, and t, c ∈ R with t > 0
and c > 0. Then, for any n ∈ N, the function µ∞ (t, β, α, c) defined in (5.8) admits the
representation
c n−1 k
e−te X X k c(j+1)
µ∞ (t, β, α, c) = c
Lk (te ) e φ (α + j + 1, β, c)+Rn∞ (t, c, β, α), (5.18)
2π k=0 j=0
j
where the functions φ(a, b, c) have been defined in (5.9) and computed in terms of incom-
plete gamma functions in lemma 5.3.2, and Ln (x) are the Laguerre polynomials.
The remainder Rn∞ (t, c, β, α) is bounded in the form
c /2−c<α+π|=α|
e−te Γ (<β + 1) Γ (<α) 1
|Rn∞ (t, c, β, α)| ≤ . (5.19)
π|Γ(β + 1)|c<β+1 n<α
Moreover, if <β ≥ −1/2 we have the simpler bound
c
e−te /2−c<α+π|=α| Γ (<α) 1
|Rn∞ (t, c, β, α)| ≤ . (5.20)
π sech(π=β)c<β+1 n<α
p
In any case, expansion (5.18) is convergent with a convergence rate of power type.
That is
Rn∞ (t, c, β, α) = O n−<α ,

as n → ∞.
Proof. We consider the integral representation of the function µ∞ (t, c, β, α) given in the
last line of (5.17) and we replace the function Γ(−v − α, tec ) by its convergent expan-
sion (4.9) given in corollary 4.4.1 of section 4.4 and uniformly valid for v in the whole
integration interval (0, ∞). We get
Z ∞
−1
µ∞ (t, β, α, c) = v β sin [(v + α)π] tv+α Γ(−v − α, tec ) dv
πΓ(β + 1) 0
Z ∞ " n−1
−1 β v+α −tec c −v−α
X
= v sin [(v + α)π] t e (te ) Lk (tec )B (1 + v + α, k + 1) +
πΓ(β + 1) 0 k=0
n
#
X
+ Rn (−v − α, tec ) dv
k=0
c n−1 Z ∞
−e−te e−αc X
= c
Lk (te ) v β e−vc sin [(v + α)π] B (1 + v + α, k + 1) dv + Rn∞ (t, c, β, α),
πΓ(β + 1) k=0 0
(5.21)
where the remainder Rn∞ (t, c, β, α) is defined by

Z ∞
∞ −1
Rn (t, c, β, α) := v β sin [(v + α)π] tv+α Rn (−v − α, tec )dv, (5.22)
πΓ(β + 1) 0
with Rn (a, x) bounded in the form given in corollary 4.4.1. Before bounding the remain-
der, we compute the approximants. First, we write, using the integral representation of
the beta function,
Z 1 k Z 1
v+α
X
k k j
B(1 + v + α, k + 1) = u (1 − u) du = (−1) uv+α+j du
0 j=0
j 0
k
(5.23)
(−1)j

X k
= .
j=0
j v + α + j + 1
Next, from (5.21) we have
µ∞ (t, β, α, c) − Rn∞ (t, c, β, α) =

c n−1 k Z ∞ β −vc
e−te e−αc X c
X k j+1 v e sin [(v + α)π]
= Lk (te ) (−1) dv
πΓ(β + 1) k=0 j=0
j 0 v + α + j + 1
c n−1 k −c(α+j+1) Z ∞ β −vc
e−te X X k
c c(j+1) 2e v e sin [(v + α + j + 1)π]
= Lk (te ) e dv
2π k=0 j=0
j Γ(β + 1) 0 v+α+j+1
c n−1 k
e−te X c
X k c(j+1)
= Lk (te ) e φ(α + j + 1, β, c),
2π k=0 j=0
j
where the last equality follows from lemma 5.3.1. In this manner we get the right hand
side of expansion (5.18).
It remains to show that the remainder Rn∞ (t, β, α, c) can be bounded as given in the
theorem. Using the first inequality of (4.10) in corollary 4.4.1 we have
c
|tv+α Rn (−v − α, tec )| ≤ e−te e−c<α e−cv B (v + <α, n + 1) .
Now, an easy computation shows that the above beta function is a decreasing function of
v. Thus, for all v ∈ [0, ∞), B (v + <α, n + 1) ≤ B (<α, n + 1), and using the inequality
[4, eq. 5.6.8] as we did in the last line of the proof of lemma 4.4.1 we find
c c
|tv+α Rn (−v − α, tec )| ≤ e−te e−c<α e−cv B (<α, n + 1) ≤ e−te e−c<α e−cv Γ(<α)n−<α ,
Then, from (5.22), the previous bound for tv+α Rn (−v−α, tec ) and the bound | sin [π(v + α)] | ≤
eπ|=α| , we find
c
e−te e−c<α Γ(<α)n−<α ∞ −cv <β
Z
∞
|Rn (t, c, β, α)| ≤ e v dv.
π|Γ(β + 1)| 0
The last integral is a gamma function

p and we find (5.19). Moreover, taking into account
the bound Γ(<β + 1)/|Γ(β + 1)| ≤ cosh (π=β), valid for <β ≥ −1/2, that can be found
in [116, eq. 5.6.7], we obtain the bound (5.20). This last bound shows that expansion
(5.18) is uniformly convergent in the parameter β in the semi-plane <β ≥ −1/2.
Remark 5.3.4. In principle, for a fixed c > 0, the bounds (5.19) or (5.20) in theorem
5.3.3 show that the expansion (5.18) is convergent, but the order of convergence is only
of power type: O n−<α , as n → ∞. However, if we let c depende on n in the form

tec = λn, for any fixed positive paramater λ, that is, if we take c = log (λn/t), then
(5.20) becomes
eπ|=α|−λn/2 t<α Γ(<α)
|Rn∞ (t, c, β, α)| ≤ <β+1 2<α
sech(π=β) n ,
p
πλ<α log λn

t
which is valid for <β ≥ −1

2
and whenever n > t/λ, for any fixed λ > 0. Then,
e−λn/2

∞ λn
Rn t, log =O , as n → ∞.
t (log n)<β+1 n2<α
On the other hand, we obtain a convergent series representation of the function

µ0 (t, β, α, c) defined in (5.7):
Theorem 5.3.5. Let α, β ∈ C with <α > 0 and <β > −1, and t, c ∈ R with t > 0 and
c > 0. Then, for any positive integer n, the function µ0 (t, β, α, c) defined in (5.7) admits
the representation
n−1
1 X tk
µ0 (t, β, α, c) = φ(α − k, β, c) + Rn0 (t, c, β, α), (5.24)
2π k=0 k!
where the functions φ(a, b, c) are defined in (5.9) and computed in lemma 5.3.2 in terms
of incomplete gamma functions. The remainder Rn0 (t, c, β, α) can be bounded in the form
c
e−c<α+π(|=α|+|=β|/2)+te (tec )n
|Rn0 (t, c, β, α)|
≤ . (5.25)
c<β+1 n!
Therefore, Rn0 (t, c, β, α) = O (tec+1 )n n−1/2−n as n → ∞ and expansion (5.24) is con-

vergent.
Proof. We recall the definition of µ0 (t, β, α, c), given in (5.7) by
c iu
e−αc π e−iαu ete e
Z
µ0 (t, β, α, c) := du.
2π −π (c + iu)β+1
The exponential is an entire function whose well-known series expansion is
n−1 k
tec+iu
X t
e = ek(c+iu) + rn0 (t, c, u), for any n ∈ N,
k=0
k!
with ∞
X (tec )k c γ(n, tec )
|rn0 (t, c, u)| ≤ = ete . (5.26)
k=n
k! Γ(n)
We can replace the exponential function in the integral definition of µ0 (t, β, α, c) to get
n−1 k k(c+iu)
!
e−αc π e−iαu
Z X t e
µ0 (t, β, α, c) = + rn0 (t, c, u) du
2π −π (c + iu)β+1 k=0 k!
n−1
1 X tk π e−(α−k)(c+iu)
Z
= du + Rn0 (t, c, β, α).
2π k=0 k! −π (c + iu)β+1
Comparing with the definition of the φ(a, b, c), (5.9), we find the right hand side of (5.24)
with
e−αc π e−iαu
Z
0
Rn (t, c, β, α) := r0 (t, c, u)du.
2π −π (c + iu)β+1 n
In order to find the bound (5.25) we use the bound obtained in (5.26) for the remainder
rn0 (t, c, u). We immediately find
c π
e−c <α ete γ(n, tec ) π|=α|
Z
du
|Rn0 (t, c, β, α)| ≤ e .
2π Γ(n) −π |(c + iu)β+1 |
Now, we have |(c+iu)β+1 | ≥ c<β+1 e|=β|π/2 and γ(n, tec ) ≤ (tec )n /n which follows from
the integral definition of the incomplete gamma function [116, eq. 8.2.1]. Accordingly
we find the bound (5.25).
Finally, the asymptotic behavior of the remainder Rn0 (t, c, β, α) as n → ∞ is found
after an application of the Stirling formula for the factorial n!. Then, expression (5.24)
is a convergent expansion of the function µ0 (t, β, α, c), for any c > 0.
Remark 5.3.6. The asymptotic behavior of the remainder Rn0 (t, c, β, α) shows that expan-
sion (5.24) is convergent. However, as we did in remark 5.3.4, we do not take a fixed
parameter c > 0, but we let c depend on n in the form tec = λn, for a fixed parameter
λ > 0. Then, using the Stirling approximation of the gamma function and the asymptotic
behavior of the incomplete gamma function γ(n, λn) given in [116, eq. 8.11.6] (valid for
0 < λ < 1) in (5.25), we find
<α π(|=α|+|=β|/2)
√
t e 2π (eλ)n
|Rn0 (t, log(λn/t), β, α) | ≤ <β+1/2 n<α+1/2
,
(1 − λ)λ<α log λn

t
which shows that
(eλ)n

Rn0 (t, log(λn/t), β, α) = O , as n → ∞.
(log n)<β+1 n<α+1/2
In particular, for any number 0 < λ < e−1 , we can take c = log(λn/t) and the rate of
convergence of expansion (5.24) is exponential.
Finally, a convergent series representation of the Volterra function µ(t, β, α) follows

from equations (5.6), (5.7), (5.8) and the expansions derived in theorems 5.3.3 and 5.3.5.
We have
Corollary 5.3.7. Let α, β ∈ C with <α > 0, <β > −1 and t > 0. Then, for any positive
integer n and any arbitrary positive number c > 0, the Volterra function µ(t, β, α) satisfies
n−1
" k
1 X −tec c
X k c(j+1)
µ(t, β, α) = e Lk (te ) e φ(α + j + 1, β, c)
2π k=0 j=0
j
# (5.27)
n−1
X tk
+ φ(α − k, β, c) + Rn (t, c, β, α),
k=0
k!
where Lk (x) are the Laguerre polynomials and φ(a, b, c) are the functions defined in (5.9)
that may be written in terms of incomplete gamma functions (see lemma 5.3.2). The
remainder Rn (t, c, β, α) is bounded in the form
c c
e−c<α+π|=α| e−te /2 M (β)Γ(<α) eπ|=β|/2+te γ(n, tec )

|Rn (t, c, β, α)| ≤ + , (5.28)
c<β+1 π n<α Γ(n)
with M (β) := Γ(<β+1)

|Γ(β+1)|
. For <β ≥ −1/2, M (β) may be replaced by [sech(π=β)]−1/2 and
therefore, expansion (5.27) is uniformly convergent in <β in the semi-plane <β ≥ −1/2.
When n → ∞
(tec+1 )n

1
Rn (t, c, β, α) = O + n+1/2 ,
n<α n
and then, the expansion (5.27) is convergent, with a convergence order of power type.
Moreover, let 0 < λ < e−1 (ideally λ = λ0 := 0.31436990296762807 . . ., the unique
solution of the transcendental equation log(eλ) + λ2 = 0) and take c = log λnt
. Then,
the rate of convergence of expansion (5.27) is of exponential type:
" −λn #!
n−<α (eλ)n

λn e 2
Rn t, log , β, α = O + 1/2 as n → ∞. (5.29)
t (log n)<β+1 n<α n
Proof. The results follows from the relation (5.6) and theorems 5.3.3 and 5.3.5, as well
as the remarks 5.3.4 and 5.3.6. The value λ0 corresponds to the only value of λ such that
0 < λ < e−1 that makes the terms inside the brackets in (5.29) to behave similarly. That
λn
is, if we impose the condition e− 2 = (eλ)n , we get the equation log(eλ) + λ2 = 0, whose
only solution is λ = λ0 := 0.31436990296762807 . . .. That is, for λ = λ0 , the expansions
(5.18) of µ∞ (t, β, α, c) and (5.24) of µ0 (t, β, α, c) have a similar convergence rate, which
is exponential.
Remark 5.3.8. If we set c = log λn , with 0 < λ < e−1 , we may need to take a large

t
number of terms to obtain a valid result when using expansion (5.27), as c > 0 if and
only if n ≥ λt . In any case, as the expansion is convergent, by taking enough terms we
can find as many precision as required.
Remark 5.3.9. The expansion (5.27) derived for the Volterra function in corollary 5.3.7 is
not given in terms of elementary functions [132] but rather in terms of incomplete gamma
functions. Nevertheless, the expansion is useful as incomplete gamma functions are sim-
pler than the Volterra function. On the one hand, the Volterra function depends on three
parameters α, β and t whereas the incomplete gamma function only depends on two. On
the other hand, incomplete gamma functions have been investigated in detail and there is
an extensive literature about this funcion. Apart from its integral definition, a lot of infor-
mation is known about incomplete gamma functions [116]: more integral representations,
special values, convergent series expansions, asymptotic expansions in several domains of
the variables (standard and uniform), recurrence relations and derivatives, relations to
other special functions, continued fractions, inequalities, zeros, integrals, sums... On the
other side, as it has been pointed out in the introduction, the Volterra function has barely
been investigated, probably due to the gamma function in the denominator of its integral
definition (5.1).
Remark 5.3.10. The Volterra function µ(t, β, α) is real for real variables. On the other
hand, in approximation (5.27) we can find the function φ(a, b, c) for certain parameters
a, b and c, which are computed in lemma 5.3.2 in terms of incomplete gamma functions
with complex arguments. This should not lead to confusion, the functions φ(a, b, c) are
also real for real values of its parameters, as it is shown from its integral representation
given in lemma 5.3.1.
Remark 5.3.11. The expansion derived in corollary 5.3.7 is only valid for <α > 0, whereas
the Volterra function is defined for any α ∈ C. For negative values of <α we may use
the recurrence relation [2]
tµ(t, β, α) = (β + 1)µ(t, β + 1, α + 1) + (α + 1)µ(t, β, α + 1),
which can be derived from the integral definition (5.1) of the Volterra function and the
recurrence relation Γ(z + 1) = zΓ(z) for the gamma function.
5.4 Numerical experiments

Tables 5.1-5.6 are some numerical experiments that show the accuracy of the expansion
(5.27) given in corollary 5.3.7 for certain values of the parameters α and β, different
values of the variable t and different choices of c. There, the relative error [143, eq. 3.1.9]
En (t, α, β) := µ(t,α,β)−µ n (t,α,β)
µ(t,α,β)
provided by formula (5.27) is shown. In this formula,
µn (t, α, β) denotes the first n terms of the sum on right hand side of (5.27) (without the
remainder term Rn (t, c, β, α)). In tables 5.1, 5.3 and 5.5 we have taken a fixed value for
the parameter c whereas in tables 5.2, 5.4 and 5.6 we have taken c = log(λ0 n/t), with
λ0 := 0.31436990296762807 . . .. In particular, in table 5.2 there are some empty entries
as the condition c > 0 is not satisfied for some values of t and n. The tables shows that
expansion (5.27) is convergent, although it may be necessary to take a large number of
terms to obtain a numerically good result for the approximation of µ(t, β, α).
Furthermore, in figure 5.3 we compare the approximation supplied by expansion (5.27)
with the asymptotic approximations supplied by (5.2) and (5.3) for small and large t,
respectively. The comparision is a little bit tricky, and the following observation is to
be made: formulas (5.2) and (5.3) are asymptotic and then, the best approximation
is achieved with a certain optimal number of terms that depends on t. Besides, the
expansions are divergent and then, considering a large number of terms makes the ap-
proximation worse. On the other hand, (5.27) is convergent and then, the more terms we
take the better. Therefore, in figure 5.3 the number of terms used in (5.2) and (5.3) is
such that these divergent expansions are numerically useful in the largest possible range
of the numerical experiment shown in figure 5.4. We have concluded that the best num-
ber of terms for expansion (5.2) is 1 and for the expansion (5.3) is 4. That is, if we take
more than 1 or 4 terms, respectively, the global approximation supplied by formulas (5.2)
and (5.3) is worse. On the other hand, for expansion (5.27) we have taken a moderate
number of terms (n = 12) in figure 5.3.
From a numerical point of view, expansion (5.2) is more appropriate for small values
of t and expansion (5.3) is better for large values of t, whereas expansion (5.27) is more
suitable for intermediate values of t. In any case, expansion (5.27) produces a globally
more satisfactory approximation.
5.4 Numerical experiments 81
105
1000
10
0.100
0.001
10-5
2 4 6 8
Figure 5.3: Plot, in logarithmic scale, of the Volterra function µ(t, 3.1, 2.5) (black, dashed), the
first term of the asymptotic expansion for small t (5.2) (blue), the 4 first terms of the asymptotic
expansion for large t (5.3) (green) and the 12 first terms of the expansion given by (5.27) with
c = 0.1 (red). The asymptotic expansion (5.2) is to be preferred for small t and the asymptotic
expansion (5.3) is to be preferred for large t, whereas the convergent expansion (5.27) given in
corollay 5.3.7 performs better for intermediate values and produces an approximation that is
in general more satisfactory.
t n = 10 n = 15 n = 20 n = 25
0.3 8.98 · 10−2 3.16 · 10−2 2.00 · 10−2 6.89 · 10−3
0.7 4.80 · 10−3 7.43 · 10−4 4.96 · 10−4 3.51 · 10−5
1 4.01 · 10−4 1.91 · 10−4 5.57 · 10−5 3.44 · 10−5
1.3 8.82 · 10−4 2.86 · 10−5 1.50 · 10−5 6.46 · 10−6
1.7 3.98 · 10−3 9.12 · 10−6 3.53 · 10−6 4.54 · 10−7
2 9.53 · 10−3 4.33 · 10−6 9.41 · 10−7 5.50 · 10−7
Table 5.1: Relative error provided by formula (5.27) in corollary 5.3.7 for α = 2.4 + 1.1i,
β = 0.8 + 2.9i, c = 0.5 and several values of t.
104
10
0.01
10-5 2 4 6 8
Figure 5.4: Plot, in logarithmic scale, of the Volterra function µ(t, 3.1, 2.5) (black), the asymp-
totic approximations for small t (5.2) (continuous lines), the asymptotic expansions for large t
(5.3) (dot-dashed lines) and the 12 first terms of the expansion (5.27) given in corollary 5.3.7
with c = 0.1 (red, dashed). In the asymptotic formulas (5.2), (5.3) for small and large t we have
taken several terms of the approximation: n = 1 (dark yellow), n = 3 (orange), n = 6 (green),
n = 9 (blue) and n = 12 (purple).
t n = 30 n = 40 n = 50 n = 60
4 8.06 · 10−3 8.52 · 10−9 8.00 · 10−11 7.84 · 10−11
6 8.46 · 10−2 4.36 · 10−6 7.96 · 10−12 3.47 · 10−12
8 4.80 · 10−1 2.11 · 10−4 1.49 · 10−9 5.50 · 10−12
10 − 2.88 · 10−3 1.57 · 10−7 4.18 · 10−11
12 − 2.09 · 10+9 5.37 · 10−6 1.18 · 10−9
15 − − 2.67 · 10+7 2.42 · 10−6
Table 5.2: Relative error provided by formula (5.27) in corollary 5.3.7 for α = 14, β = 17,
c = log(λ0 n/t) and several values of t.
β n = 10 n = 15 n = 20 n = 25
(3 + 2i) · 10−8 5.82 · 10−3 2.90 · 10−5 5.15 · 10−8 3.27 · 10−8
0.5 + 1.2i 1.18 · 10−2 5.77 · 10−5 8.00 · 10−8 3.13 · 10−8
4.6 + 3.7i 6.17 · 10−3 2.72 · 10−5 3.07 · 10−8 1.43 · 10−9
8.1 + 6.9i 4.46 · 10−1 9.81 · 10−5 8.33 · 10−8 4.29 · 10−10
Table 5.3: Relative error provided by formula (5.27) in corollary 5.3.7 for α = 2.3 + 0.7i,
t = 1.2, c = 1.4 and several values of β.
β n = 30 n = 40 n = 50 n = 60
5 1.34 · 10−4 5.79 · 10−12 9.99 · 10−13 7.22 · 10−13
15 1.43 · 10−1 2.69 · 10−6 3.54 · 10−11 3.19 · 10−11
30 1.41 2.19 · 10−2 3.15 · 10−7 5.84 · 10−10
50 8.00 · 10+9 4.27 7.15 · 10−3 4.20 · 10−6
Table 5.4: Relative error provided by formula (5.27) in corollary 5.3.7 for α = 18, t = 5,
c = log(λ0 n/t) and several values of β.
α n = 10 n = 15 n = 20 n = 25
(6 + 7i) · 10−5 1.31 · 10−4 2.60 · 10−7 1.12 · 10−7 4.50 · 10−9
1.4 + 0.2i 4.70 · 10−4 2.98 · 10−7 9.36 · 10−9 1.00 · 10−9
2 + 3.2i 7.28 · 10−1 1.22 · 10−3 5.33 · 10−6 9.08 · 10−7
3.6 + 4.1i 2.28 · 10+1 3.64 · 10−2 1.93 · 10−5 9.02 · 10−7
Table 5.5: Relative error provided by formula (5.27) in corollary 5.3.7 for β = 4.9 + 2.7i,
t = 0.8, c = 1.6 and several values of α.
α n = 30 n = 40 n = 50 n = 60
10 1.61 · 10−2 1.43 · 10−8 3.44 · 10−11 1.51 · 10−11
20 3.48 9.93 · 10−4 2.26 · 10−9 6.90 · 10−10
30 1.61 · 10+1 3.39 7.23 · 10−5 8.40 · 10−8
40 7.76 · 10+7 2.03 · 10+2 2.69 3.91 · 10−2
Table 5.6: Relative error provided by formula (5.27) in corollary 5.3.7 for β = 19.7 + 11.4i,
t = 4, c = log(λ0 n/t) and several values of α.
Chapter 6
A Dual Vision of Uniform Expansions:
New Expansions of the Generalized
Hypergeometric p+1Fp Function
In chapter 3 of this thesis we have developed a theory of uniformly convergent expansions

for integral transforms of the form
Z 1
F (z) = h(t, z)g(t)dt (6.1)
0
that hold in a large, unbounded region D of the complex plane containing a selected point,
say z = 0. The basic idea to obtain this expansion was simple: to consider a multi-point
Taylor expansion of the function g(t) in m selected points 0 ≤ t1 < t2 < . . . < tm ≤ 1.
That expansion is uniformly and absolutely convergent in a certain lemniscate Dr . It
avoids all singular points of the function g(t) and, if the base point are cleverly chosen, the
integration interval (0, 1) is contained in the lemniscate Dr . Moreover, as the function g(t)
is independent of the variable z, so is its multi-point Taylor remainder rn (t). Therefore,
when we replace g(t) by its multi-point Taylor series and interchange summation and
integration, we obtain a convergent expansion for the integral F (z). If, in addition, the
R 1 bounded independently of z in a certain region D, the resulting
function h(t, z) can be
remainder Rn (z) = 0 h(t, z)rn (t)dt can also be bounded independently of z and, as a
result, the expansion for the integral transform F (z) is valid in a large region D of the
complex plane.
On the other hand, if we consider an expansion for the factor h(t, z) we usually obtain
an expansion for the integral transform F (z) that is valid in a small region. Typically,
if h(t, z) = h(tz), the classical power series expansion of F (z) is found by considering
the Taylor series expansion of h(tz) at t = 0. In general, the function h(t, z) has some
finite singularities and then the radius of its Taylor series is small. As a consequence,
the power series of many integral transforms (6.1) converge in a small disk. On the
other hand, asymptotic expansions are found by considering an expansion of g(t) at
the asymptotically relevant point of h(t, z). In general, these expansions are a powerful
numerical tool and valid for large values of the variable, but they are divergent. Therefore,
it is necessary to study the optimal truncation term of the expansion and also to find
accurate bounds for the remainder. In this chapter we investigate a new approach that
83
84 Chapter 6. A dual vision of uniform expansions
may be viewed as the complementary technique considered in chapter 3: to consider the

multi-point Taylor expansion of h(t, z) at certain appropriately selected base points in
order to better avoid the singularities of h(t, z), obtaining larger domains of convergence
for the series expansion of F (z).
In [79] the authors have found three different expansions of the confluent hypergeo-
metric function M (a, b, z) by considering the 1−, 2− and 3−point Taylor expansion of
the factor ezt of the integrand in the integral representation [103, eq. 13.4.1] of M (a, b, z).
They show that the new expansions are convergent for all values of a, b and z ∈ C with
b 6= 0, −1, −2, . . ., and that they are given in terms of elementary functions of a, b and z.
Furthermore, the resulting expansions are shown to perform numerically better than the
series definition [103, eq. 13.2.2] of M (a, b, z) for a wide range of the parameters a, b and
the variable z where the use of the series definition was recommended in the literature.
Similarly, in [83] the multi-point Taylor expansion of the factor (1 − zt)−a in the inte-
gral representation [104, eq. 15.6.1] has been used to obtain new expansions of the Gauss
hypergeometric 2 F1 (a, b, c; z) function in terms of rational functions of z. The authors
show that the region of validity of the expansion is large, may be unbounded, depending
on the choice of the base points for the Taylor expansion. Moreover, the expansions
converge fast near the points z = e±iπ/3 . Those points were excluded from the domain
of convergence of the Taylor series [104, eq. 15.2.1], even after some transformations of
variable [104, §15.8] (see [52, §2.3] or [17] for more details). On the other hand, in [76]
new series expansions of the generalized hypergeometric function 3 F2 have been obtained
in a similar manner. The expansions are valid in large (sometimes unbounded) regions
of the complex plane. But, moreover, it has been shown that those expansions are, in
general, faster and more precise than other series representation of the 3 F2 function, like
for example its power series definition [3, eq. 16.2.1] or Bühring’s analytic continuation
formula [17].
The approach taken in [76, 79, 83] is the following, that we illustrate with the Gauss
hypergeometric 2 F1 function: Consider its integral representation
Z 1
a, b Γ(c)
2 F1 z = tb−1 (1 − t)c−b−1 (1 − zt)−a dt,
c Γ(b)Γ(c − b) 0
valid for <c > 0 and | arg(1 − z)| < π. The standard Taylor series expansion of
the 2 F1 function can be found by considering the Taylor series expansion at t = 0 of
f (t) := (1 − zt)−a and interchanging summation and integration. The validity of that
expansion (the disk |z| < 1) is determined by the following two requirements:
(i) The interval of integration (0, 1) must be completely contained in the domain of
convergence of the series expansion of f (t), which is a disk of center t = 0 and
radius r ≥ 1, say Dr .
(ii) The branch point t = 1/z of f (t) must be located outside the domain Dr . In
other words, z must be located in a region Sr = the inverse to the exterior of Dr :
Sr = (DrEXT )−1 = {z ∈ C : |z| < r−1 }.
Therefore, the smaller Dr is, the bigger Sr would be. As Dr must verify (i), the smallest
possible value of r is 1 + ε, with ε > 0 small, and then Sr = {z ∈ C : |z| < 1}. But, using
multi-point Taylor expansions, the region Dr becomes thinner and one expects that the
corresponding multi-point region Sr becomes bigger. Following this idea, in [76, 79, 83]
6.1 The generalized hypergeometric p+1 Fp function 85
multi-point Taylor expansions of the function f (t) are considered with requirements (i)
and (ii) adapted to the lemniscate of convergence of the multi-point Taylor expansion.
This procedure is used to obtain new series expansions of the 2 F1 , 3 F2 and M hyper-
geometric functions that hold in large regions of the complex plane. Those regions are
unbounded and contain small values of the variable.
We can generalize this idea to any given integral transform F (z) of the form (6.1)
by considering the multi-point Taylor series expansion of the function h(t, z) at certain,
cleverly selected base points 0 ≤ t1 < t2 < . . . < tm ≤ 1. That expansion is uniformly
and absolutely convergent in a certain lemniscate Om . Then, we choose the m points
satisfying the following two requirements:
(I) The integration interval (0, 1) in (6.1) is contained in Om .
(II) The variable z runs in a certain region S such that the singularities of h(t, z) as a
function of t, say t0 (z) (in general, they depend on z), are not contained in Om .
Depending on the location of the singularities of h(t, z) the region S may be very large,
possibly unbounded and containing small values of the variable z. This method can be
viewed as a dual version of the uniform expansions introduced in chapter 3.
We illustrate this idea with the generalized hypergeometric p+1 Fp (a, ~b, ~c; z) function.
In particular, we generalize the results given in [76, 83] for the 2 F1 and 3 F2 functions
to an arbitrary number of parameters 2p + 1. Moreover, we not only consider the Euler
form of the integral representation of the generalized hypergeometric function, but a more
general integral (6.4) given below and derived in appendix C.
The results of this chapter have been published in [72].
6.1 The generalized hypergeometric p+1 Fp function

First, we introduce the generalized hypergeometric p+1 Fp (a, ~b, ~c; z) function. We need
some vectorial notation: for p, n ∈ N and bk ∈ C, k = 1, 2, . . . , p we use the nota-
tion ~b := (b1 , b2 , . . . , bp ) and (~b)n := (b1 )n (b2 )n · · · (bp )n . The hypergeometric function
~ c; z) is defined by means of the power series expansion [3, eq. 16.2.1]
p+1 Fp (a, b, ~
! ∞
a, ~b X (a)n (~b)n n
p+1 p F (a, ~
b, ~
c ; z) ≡ F
p+1 p z := z , (6.2)
~c n=0
(~
c ) n n!
that is absolutely convergent inside the unit disk |z| < 1 for any complex value of the
parameters a, bk and ck , k = 1, 2, . . . , p, with 1 − ck ∈ / N. Then, for numerical compu-
tations, the right hand side of (6.2) may be used only in the disk |z| ≤ ρ < 1, with ρ
depending on numerical requirements such as precision and efficiency.
At z = 1 the hypergeometric functions have a branch point and they are defined
outside the unit disk by means of analytic continuation. In particular, we have the
following connection formula [3, eqs. 16.8.7 and 16.8.8], valid when no two ak differ by
an integer and | arg(−z)| ≤ π,
p+1 Qp+1
s=1,s6=k Γ(as − ak )/Γ(as )
X
a1 , a2 , . . . , ap+1 1
p+1 Fp z = Q p ×
b1 , b 2 , . . . , b p s=1 Γ(bs − ak )/Γ(bs ) (−z)ak
k=1
(6.3)
ak , b 1 + 1 − ak , b 2 + 1 − ak , . . . , b p + 1 − ak 1
p+1 Fp ,
ak + 1 − a1 , ak + 1 − a2 , . . . , ∗ , . . . , ak + 1 − ap+1 z
where the symbol ∗ indicates that the entry ak + 1 − ak is omitted. Thus, using (6.2)
and (6.3) the function p+1 Fp (a, ~b, ~c; z) can be computed in the exterior of the unit disk
|z| ≥ ρ > 1, with ρ depending on numerical requirements.
Other expansions for the hypergeometric function p+1 Fp , in terms of elementary func-
tions, may be found in the literature. For example, Nørlund [100] found an expansion in
z
powers of z−1 [3, eq. 16.10.2] that converges in the half plane <z < 1/2, Bühring [18]
obtained an expansion in inverse powers of z − z0 [3, eq. 16.8.9], for arbitrary complex z0 ,
valid in the region |z − z0 | > max{|z0 |, |z0 − 1|} and | arg(z0 − z)| < π, and in [55, §4.1]
we can find an inverse factorial series representation of the generalized hypergeometric
p+1 Fp function that converges in the half-plane <z < 0.
All those expansions, the power series defintion (6.2), the Taylor expansion at z = ∞
(6.2)-(6.3), Nørlund’s expansion and Bühring’s expansion are given in terms of elementary
functions but, for general values of (a, ~b, ~c), none of them is convergent in unbounded
regions of the complex plane containing the indented closed unit disk D∗ := {z ∈ C :
|z| ≤ 1, z 6= 1}. Therefore, we seek new convergent expansions of p+1 Fp given in terms
of elementary functions that are convergent in large regions of the complex plane and, in
particular, in unbounded regions containing the indented closed unit disk D∗ .
The starting point is the following integral representation of the generalized hyperge-
ometric function p+1 Fp [72, eq. 5] that we derive in appendix C
p
!
a, ~b Y Z
bs −1 cs −bs −1
p+1 Fp z = A(bs , cs ) ts (1 − ts ) dts (1 − T z)−a , (6.4)
~c s=1 L
where T := ps=1 ts , every ts -integration path L is identical and (1 − T z)−a = 1 if

Q
z = 0. There are four different possibilities for the path L and the constants A(bs , cs ),
depending on the value of the parameters a, ~b and ~c (see appendix C). For example, if
<(cs ) > <(bs ) > 0, for all s = 1, 2, . . . , p, we can choose the Euler form of the integral
(6.4), that is, L = [0, 1] and A(bs , cs ) := Γ(cs )/ [Γ(bs )Γ(cs − bs )]. For other values of
bk and ck , the integration path is a complex contour that can be sticked to the real
interval [0, 1] and that surrounds the points ts = 0 and/or ts = 1. The four possibilities
are necessary to have at our disposal at least one integral representation valid for every
(a, ~b, ~c) ∈ Λ, where Λ := {(a, ~b, ~c) ∈ C2p+1 : 1 − cs ∈/ N, s = 1, 2, . . . , p}, as each one is
~
valid in different regions of the parameters b and ~c but none of them is valid in the whole
region (a, ~b, ~c) ∈ Λ.
For any possibility in the choice of L and A(bs , cs ) in the integral (6.4), we consider the
function f (T ) := (1 − zT )−a . When we replace f (T ) in (6.4) by its standard Taylor series
expansion at T = 0, interchange summation and integration and use the corresponding
integral representation of the beta function given in [4, §5.12] we obtain the power series
definition (6.2). If |z| < 1 , the Taylor series expansion of f (T ) at T = 0 converges
uniformly in z for any (t1 , . . . , tp ) ∈ L × . . . × L in any of the four possible integration
domains considered in (6.4). Therefore, expansion (6.2) is convergent in the unit disk
|z| < 1.
Following [76, 83] and pointed out in the introduction of this chapter, the region of
convergence |z| < 1 of expansion (6.2) is determined by requiremets (i) and (ii) above.
Therefore, the smaller Dr is, the bigger the convergence region of the expansion of p+1 Fp
would be. For this reason, we consider multi-point Taylor expansions as the lemniscate of
6.2 New expansions for the ~
p+1 Fp (a, b, ~
c; z) function 87
convergence D becomes thinner and thinner. In particular, D must satisfy requirements

(I) and (II), but adapted to any of the four possibilities for the integration path L in
Q(6.4).
For this reason, we introduce the following notation: t := (t1 , t2 , . . . , tp ), T = ps=1 ts
and X := {z ∈ C : |z − x| < ε for some x ∈ [0, 1] and small enough ε > 0}. Then, the
requirements for the lemniscate of convergence D are:
(i) Appropriately selecting the base points of the multi-point Taylor expansion of f (T ),
the domain X (that is squeezed as much as possible around the real interval [0, 1])
is contained in D, the domain of convergence of the multi-point Taylor expansion
of f (T ).
(ii) The singular point T = 1/z is located outside D.
As we will see, the use of multi-point Taylor expansions result in expansions that are
covergent in large (possibly unbounded) regions of the complex plane that contain the
indented closed unit disk D∗ .
6.2 New expansions for the p+1 Fp (a, b, ~

~
c; z) function
6.2.1 A generalization of Nørlund’s expansion
First, we consider the standard Taylor expansion of f (T ) = (1 − zT )−a at a generic point
T = w of the complex plane. We have the following theorem:
Theorem 6.2.1. For arbitrary w ∈ C define W := max{|w|, |1 − w|} and the region
S := {z ∈ C : |1 − wz| > |z|W }. Then, for any z ∈ S and (a, ~b, ~c) ∈ Λ,
! n−1 k ! !
a, ~b ~ ~

X (a) k wz −k, b 1 a,b
p+1 Fp z = (1 − wz)−a p+1 Fp + Rn z .
~c k=0
k! wz − 1 ~
c w ~
c
(6.5)
On the one hand, the functions p+1 Fp (−k, ~b, ~c; 1/w) are polynomials in the variable 1/w
that can be computed using lemma D.0.1 in Appendix D.
On the other hand, the remainder term Rn (a, ~b, ~c; z) is uniformly bounded in compact
sets of S in the form
!
n
a,~b zW
Rn z ≤ M (a, ~b, ~c; z) , (6.6)
~c 1 − wz
with M (a, ~b, ~c; z) > 0 independent of n. Furthermore, if <ck > <bk > 0 for all k =
1, 2, . . . , p, then M (a, ~b, ~c; z) is also independent of ~b and ~c. In this case
!
a,~b eπ|=a| Γ(n + <a)|zW |n
Rn z ≤ . (6.7)
~c |Γ(a)|n!(|1 − wz| − |zW |)n+<a
Consequently
!
a,~b |zW |n n<a−1

Rn z =O , as n → ∞. (6.8)
~c (|1 − wz| − |zW |)n+<a
Proof. Consider the Taylor series expansion of f (T ) = (1 − zT )−a at the generic point
T = w ∈ C:
n−1 k
−a
X (a)k z(T − w)
f (T ) = (1 − wz) + rn (T ). (6.9)
k=0
k! 1 − wz
Define D = {T ∈ C : |T − w| < W + ε with ε > 0 small}. Then, condition (i) is satisfied,
that is, D contains the domain X. For z ∈ S condition (ii) is satisfied too, that is, if
z ∈ S then 1/z ∈ / D.
Moreover, for T ∈ [0, 1] we have |T −w| ≤ W . Therefore, expansion (6.9) is convergent
for all z ∈ S and the remainder rn (T ) satisfies
∞ k
−a
X (a)k z(T − w)
rn (T ) := (1 − wz)
k=n
k! 1 − wz
n (6.10)
(a)n z(T − w) 1, n + a z(T − w)
= (1 − wz)−a 2 F1 .
n! 1 − wz n+1 1 − wz
For z ∈ S we can replace f (T ) in (6.4) by the right hand side of (6.9). After
interchanging summation and integration we find
! n−1 k
a, ~b

−a
X (a)k z
p+1 Fp z = (1 − wz)
~c k=0
k! wz − 1
p
!
Y Z
a,~b
× A(bs , cs ) tbss −1 (1 − ts )cs −bs −1 dts (w − T )k + Rn z .
s=1 L ~
c
(6.11)
Writing (w − T )k = wk (1 − T /w)k and using the integral representation (6.4) we find,
in any of the four possibilities for the path L and the constants A(bs , cs ), the right hand
side of expansion (6.5). The remainder Rn (a, ~b, ~c; z) of the expansion is given by
p
!
a,~b Y Z
Rn z = A(bs , cs ) ts (1 − ts ) dts rn (T ), (6.12)
~c s=1 L
From Cauchy’s integral representation of the remainder rn (T ) we have, for any T ∈

[0, 1]
(T − w)n (1 − zv)−a
I
rn (T ) = n
dv, (6.13)
2πi C (v − T )(v − w)
where the integration contour C is a circle |v − w| = r of radius r < |w − 1/z| that
encircles the points v = w, v = 0 and v = 1 in the positive direction. In particular, we
may take r = |w − 1/z| − ε for any 0 < ε < |w − 1/z| − W . Then, for all v ∈ C we have
|v − w| = |w − 1/z| − ε. As we also have |T − w| ≤ W , for all T ∈ [0, 1], we find
Wn
|rn (T )| ≤ C(a, z) , (6.14)
(|w − 1/z| − ε)n
(1 − zv)−a
I
1
where C(a, z) := dv > 0 can be bounded independently of T and N .
2π C v−T
As the bound (6.14) is valid for arbitrarily small positive ε, we take ε → 0 to find
n
zW
|rn (T )| ≤ C(a, z) , (6.15)
1 − wz
p+1 Fp (a, b, ~
c; z) function 89
w=i
1+i
w= 2
Figure 6.1: The minimal domain of convergence of the standard Taylor expansion of f (T ) at
T = w containing X is a disk of center w and radius r = W + ε (figures left). The region S
(figures right) is the inverse of the exterior of D: it is a disk for <w < 1/2 whereas for <w ≥ 1/2
it is a half-plane.
Introducing this bound into (6.12) and using the corresponding integral representation
of the beta function [4, §5.12] to integrate we obtain (6.6).
On the other hand, from (6.10) and using the integral representation of the hyperge-
ometric 2 F1 function [104, eq. 15.6.1] we find the bound
n
−a |(a)n | zW 1, n + <a zW
|rn (T )| ≤ |(1 − wz) | 2 F1 (6.16)
n! 1 − wz n+1 1 − wz
In the case that, for all k = 1, 2, . . . , p, <ck > <bk > 0 we can consider Euler’s form
for the path L, that is, L = [0, 1], and introducing bound (6.16) into (6.12) and after
some easy computations we find (6.7). The asymptotic behavior as n → ∞ (6.8) follows
from (6.7) and Stirling’s formula for the gamma function.
Remark 6.2.2. The domain of convergence of the expansion (6.5) is the region S := {z ∈
C : |1 − wz| > |z|W }. If <w < 1/2 the region S is a disk of center w̄/(2<w − 1) and
radius (|w − 1|)/(1 − 2<w). For <w ≥ 1/2 the region S is the half-plane <(wz) < 1/2
(see figure 6.1).
Remark 6.2.3. When w = 1 expansion (6.5) is Nørlund’s expansion [3, eq. 16.10.2] given
in terms of powers of z/(z − 1). It converges in the half-plane <z < 1/2.
6.2.2 An expansion using a two-point Taylor expansion

From section 2.1 we know that the use of multi-point Taylor expansions is preferable
over the standard Taylor series expansion as we can avoid the singularity at T = 1/z of
f (T ) = (1 − zT )−a in a more efficient way, while containing the domain X in the interior
of the lemniscate of convergence. Therefore, we consider the two-point Taylor expansion

of f (T ) at the points T = q and T = 1 − q, with q ∈ [0, 1/2). We have the following
result:
√
Theorem 6.2.4. For arbitrary q ∈ [0, q0 ], with q0 := (2 − 2)/4, consider the region (see
figure 6.2)
Sq2 := {z ∈ C : |(1 − qz)(1 + qz − z)| > |(1/2 − q)z|2 }. (6.17)
Then, for z ∈ Sq2 and (a, ~b, ~c) ∈ Λ,
! N −1 n p
" −−−→ !
a, ~b XX n n−k
Y (bs ) k −k, b+k
p+1 Fp z = [q(1 − q)] (−1)k A2n (a, z)p+1 Fp −−−→ 1
~c n=0 k=0
k s=1
(cs )k c+k
p −−−−−−→ !# !
Y bs + k 2 −k, b + k + 1 a,~b
+ Bn (a, z)p+1 Fp −−−−−−→ 1 + RN z ,
s=1
c s + k c + k + 1 ~
c
(6.18)
where, for n = 1, 2, . . ., the coefficients A2n (a, z) and Bn2 (a, z) and p+1 Fp (−n, ~b, ~c; 1) are
rational functions of a and z and ~b and ~c respectively. They can be computed recursively
using lemmas D.0.2 and D.0.1 in Appendix D.
On the other hand, the remainder RN (a, ~b, ~c; z) is bounded in the forn
!
N
a,~b ~ (1/2 − q)2 z 2
RN z ≤ M (a, b, ~c; z) , (6.19)
~c (1 − qz) [1 + (q − 1)z]
with M (a, ~b, ~c; z) > 0 independent of N . Moreover, if <ck > <bk > 0, for all k =
1, 2, . . . , p, M (a, ~b, ~c; z) is also independent of ~b and ~c.
Proof. We consider the two-point Taylor expansion of f (T ) = (1 − zT )−a at T = q and
T =1−q
N
X −1
An (a, z) + Bn2 (a, z)T [(T − q)(T + q − 1)]n + rN (T ),
2
f (T ) = (6.20)
n=0
valid in a Cassini oval Dq with foci at T = q and T = 1 − q and a certain radius r > 0
to be determined, that is, Dq = {T ∈ C : |(T − q)(T + q − 1)| < r}. In formula (6.20)
rN (T ) is the two-point Taylor remainder after N terms.
An explicit formula for the coefficients A2n (a, z) and Bn2 (a, z) can be derived from for-
mulas (2.2)-(2.3) and also using the recurrent algorithm described after (2.8) in chapter 2.
Instead, the recurrence relation (D.3) given in Appendix D is found from the differential
equation satisfied by the function f (T ), namely, (1 − zT )f 0 (T ) = azf (T ).
We determine the radius r of the Cassini oval Dq as follows: The interval [0, 1] is
contained in Dq whenever
r ≥ sup {|(T − q)(T + q − 1)|} = max{q(1 − q), (1/2 − q)2 }.

T ∈[0,1]
√
This happens for r ≥ (1/2 − q)2 when 0 ≤ q ≤ q0 := (2 − 2)/4, where q0 is the solution
of the equation q(1 − q) = (1/2 − q)2 . Then, expansion (6.20) satisfies condition (i) for
p+1 Fp (a, b, ~
c; z) function 91
r > (1/2 − q)2 , with q ∈

[0, q0 ]. On the other hand, requirement (ii), that is, 1/z ∈
/ Dq , is
1 1 2
satisfied if r < z − q z + q − 1 . The smallest possible r is r = (1/2 − q) + ε, with
small ε > 0 and therefore the largest possible region is Sq2 , given in (6.17).
For z ∈ Sq2 and T ∈ [0, 1] expansion (6.20) is convergent. It can be introduced into
the integral (6.4) and interchange summation and integration to obtain (6.18) with
p
!
a,~b Y Z
RN z := A(bs , cs ) ts (1 − ts ) dts rN (T ), (6.21)
~c s=1 L
where the Taylor remainder rN (T ) can be written in terms of a Cauchy integral (2.4).
Analogously to the proof in theorem 6.2.1, the remainder rN (T ) can be bounded in the
form
N
(T − q)(T + q − 1)
|rN (T )| ≤ C(a, z) 1 1 , (6.22)
z
− q z
+ q − 1 − ε
with C(a, z) > 0 independent of T and N . Moreover, when T ∈ X the absolute value of
the numerator above is bounded by (1/2 − q)2 and, as (6.22) is valid for arbitrarily small
ε > 0, we find
N
(1/2 − q)2 z 2
|rN (T )| ≤ C(a, z) (6.23)
(1 − qz) [1 + (q − 1)z]
Introducing this bound into (6.21) we obtain (6.19). If in addition <ck > <bk > 0 for
all k = 1, 2, . . . , p we can use the Euler form of (6.4) (when L = [0, 1]) as we did in the
proof of theorem 6.2.1 to show that M (a, ~b, ~c; z) is independent of ~b and ~c.
Remark 6.2.5. Two particular cases are to be highlighted. On the one hand, when we take
T = 0 and T = 1 as base points for the two-point Taylor expansion of f (T ) = (1 − zT )−a ,
that is, for q = 0, expansion (6.18) is the simplest one. In particular, the inner sum that
runs from k = 0 to k = n in (6.18) contains only one non-zero term and formulas
√ (D.2),
(D.3) and (D.4) become easier too. On the other √ hand, for q = q :=
0√ (2 − 2)/4 the base
points for the Taylor expansions are T = (2− 2)/4 and T = (2+ 2)/4. In this case the
region Sq20 is the largest possible one. In both cases, q = 0 and q = q0 the indented closed
unit disk D∗ = {z ∈ C : |z| ≤ 1, z 6= 1} is containded in the region Sq2 of convergence.
Moreover, for q = q0 the region Sq20 is unbounded (see figure 6.2).
6.2.3 Expansions in larger domains

Now, in order to avoid the branch point T = 1/z of f (T ) = (1 − zT )−a in a more efficient
way, we consider the three-point Taylor expansion of f (T ) at the base point T = q,
T = 1/2 and T = 1 − q with q ∈ [0, 1/2). We have the following theorem.
√
Theorem 6.2.6. For arbitrary q ∈ [0, q1 ] with q1 := (2 − 3)/4, define the region (see
figure 6.3)
√
Sq3 := {z ∈ C : 6 3|(1 − qz)(2 − z)(1 + qz − z)| > |(1 − 2q)z|3 }. (6.24)
Then, for z ∈ Sq3 and (a, ~b, ~c) ∈ Λ,

Figure 6.2: The Cassini oval Dq of convergence of the two-point Taylor expansion of f (T ) with
foci at T = q, T = 1 − q and radius r (left) contains the interval [0, 1] and avoids the branch
point T = 1/z for r > ( 21 −q)2 and q ∈ [0, q0 ]. The region Sq2 (right) is the inverse of the exterior
of the disk Dq . For q = 0 (top) the region of convergence S02 is bounded. For q = q0 (bottom),
the region Sq20 is the largest possible one and it is unbounded. We see that the thinner Dq is
the larger Sq2 becomes.
! N −1 X
n p
" −−−→ !
a, ~b

X n Y (b )
s k b+k
p+1 Fp z= (−2)k−n A3n (a, z)Hnq −−−→
~c n=0 k=0
k s=1
(cs )k c+k
p −−−−−−→ ! p −−−−−−→ !#
bs + k 3 q b+k+1 (bs + k)(bs + k + 1) 3 b+k+2
Y Y
+ Bn (a, z)Hn −−−−−−→ + Cn (a, z)Hnq −−−−−−→
c
s=1 s
+ k c+k+1 s=1
(c s + k)(c s + k + 1) c+k+2
!
a,~b
+ RN z ,
~c
(6.25)
with
~b
! n p −−−→ !
X n Y (bs )m −m, b + m
Hnq := [q(1 − q)]n−m (−1)m p+1 Fp −−−→ 1 . (6.26)
~c m=0
m s=1
(cs )m c+m
The coefficients A3n (a, z), Bn3 (a, z) and Cn3 (a, z) and the functions Hnq (~b, ~c) are, respec-
tively, rational functions of a and z and ~b and ~c. They can be computed recursively using
lemmas D.0.3 and D.0.1 in Appendix D.
p+1 Fp (a, b, ~
c; z) function 93
On the other hand, the rate of convergence of (6.25) is of power type:

!
N
a,~b (1 − 2q)3 z 3
RN z ≤ M (a, ~b, ~c; z) √ , (6.27)
~c 6 3(1 − qz) [1 + (q − 1)z] (2 − z)
with M (a, ~b, ~c; z) > 0 independent of N . Moreover, if <ck > <bk > 0 for all k =
1, 2, . . . , p, then M (a, ~b, ~c; z) is also independent of ~b and ~c.
Proof. The proof follows the same steps as the proof of theorems 6.2.1 and 6.2.4, but
considering the three-point Taylor expansion of f (T ) = (1 − zT )−a at the base points
T = q, T = 1/2 and T = 1 − q, with q ∈ [0, 1/2). We have
N
X −1
A3n (a, z) + Bn3 (a, z)T + Cn3 (a, z)T 2 [(T − q)(T − 1/2)(T + q − 1)]n + rN (T ),

f (T ) =
n=0
(6.28)
valid in a lemniscate Dq of foci T = q, T = 1/2 and T = 1 − q and a certain radius r > 0,
that is, Dq = {T ∈ C : |(T − q)(T − 1/2)(T + q − 1)| < r}. To determine de radius r, we
require that the lemniscate Dq satisfy requirements (i) and (ii).
On the one hand, the interval [0, 1] is contained in Dq if
q(1 − q) (1 − 2q)3

r ≥ sup {|(T − q)(T − 1/2)(T − 1 + q)|} = max , √ .
T ∈[0,1] 2 12 3
√ 3
q(1−q)
Let q1 := 2− 3
4
be the solution of the equation 2
= (1−2q)
√ .
12 3
Then, for 0 ≤ q ≤ q1 ,
(1−2q)3
expansion (6.28) satisfies condition (i) for r ≥ √ . On the
other hand, it satisfies
12 3
condition (ii) if 1/z ∈
/ Dq , that is, for any

1 1 1 1
r< −q − +q−1 .
z z 2 z
3
The smallest possible r is r = (1−2q)
√
12 3
+ ε, for ε > 0 small and then, the largest possible
region of convergence S is the one given in (6.24): Sq3 .
For z ∈ Sq3 we introduce the expansion (6.28) into the integral (6.4), we interchange
summation and integration and we obtain (6.25), with
p
!
a,~b Y Z
RN z := A(bs , cs ) ts (1 − ts ) dts rN (T ). (6.29)
~c s=1 L
From Cauchy’s formula for the Taylor remainder rN (T ) we find the bound
N
(T − q)(T − 1/2)(T + q − 1)
|rN (T )| ≤ C(a, z) 1
,
− q z1 − 21 z1 + q − 1 − ε

z
with C(a, z) > 0 independent of T and N . This bound is valid for arbitrarily small ε√> 0
and, when T ∈ X, we also have |(T − q)(T − 1/2)(T + q − 1)| ≤ (1 − 2q)3 /(12 3).
Therefore
N
(1 − 2q)3 z 3
|rN (T )| ≤ C(a, z) √ .
6 3 (1 − qz) (2 − z) [1 + (q − 1)z]
Figure 6.3: The minimal domain of convergence Dq of the three-point Taylor expansion of f√
(T )
at the base point T = q, T = 1/2 and T = 1 − q is√a lemniscate of radius r > (1 − 2q)3 /(12 3)
(figures left with q = 0 (top) and q = q1 := (2 − 3)/4 (bottom)). The corresponding region
Sq3 , the exterior of the inverse of Dq , is shown on the right for q = 0 (top) and q = q1 (bottom).
Introducing this bound into (6.29) and integrating we find (6.27). If in addition <ck >
<bk > 0 for all k = 1, 2, . . . , p, the Euler form of (6.4) can be used to show that
M (a, ~b, ~c; z) is independent of ~b and ~c, as we did in the proof of theorem 6.2.1.
√
Remark 6.2.7. We highlight the two extremal cases q = 0 and q = q1 := (2 − 3)/4. In
the former case, expansion (6.25) becomes the simplest one whereas in the latter case the
region Sq31 of convergence is the largest possible one. Both regions contain the indented
closed unit disk D∗ := {z ∈ C : |z| ≤ 1, z 6= 1}. Moreover, the region Sq31 is unbounded
(see figure 6.3).
6.3 Final remarks and numerical experiments

In the previous section we have derived new analytical approximations of the generalized
hypergeometric function p+1 Fp (a, ~b, ~c; z) valid in large (sometimes unbounded) regions of
the complex plane containing the point z = 0 too. The key point of the analysis has
been to consider a multi-point Taylor expansion of the factor (1 − zT )−a in the integral
representation (6.4). This idea has already been used in [76, 83] to obtain, respectively,
new analytic approximations of the 2 F1 and the 3 F2 hypergeometric functions. Then,
obviously, the results in section 6.2 generalize the results in [76, 83] from 3 or 5 parameters
to an arbitrary number 2p + 1. Moreover, the results in [76, 83] are derived from the
Euler-type integral representation of the hypergeometric functions and then the results
are only valid in the situation when <ck > <bk > 0, for all k = 1, 2, . . . , p. Using loop
6.3 Final remarks and numerical experiments 95
integrals we have seen that the expansions are also valid for any (a, ~b, ~c) ∈ Λ, that is, for
any complex value of the parameters a, ~b and ~c except 1 − ck ∈ N.
We have considered the 2− and 3−point Taylor expansion of f (T ) at the generic
base points (q, 1 − q) and (q, 1/2, 1 − q) with q ∈ [0, 1/2) in contrast to [76, 83] where
only the case q = 0 is studied. In this manner, we have been able to find large regions
of convergence for the new expansions of the hypergeometric functions. Most of these
regions Sq contain the indented closed unit disk D∗ and some of them are unbounded (see
figures 6.1, 6.2, 6.3). We could also have considered the possibility of expanding f (T )
at four (or even more) points located along the interval [0, 1]. In this way, the region of
convergence S would be larger than the regions Sq2 and Sq3 shown in figures 6.2 and 6.3.
However, the integrals defining the coefficients of the expansion as well as the recurrence
relations for the coefficients An (a, z), Bn (a, z), Cn (a, z), . . . (see Appendix D), become
more and more complicated.
Furthermore, the derived expansions (6.5), (6.18) and (6.25) are given in terms of
rational functions of z and the parameters bk and ck . We have obtained bounds for the re-
mainder of the expansions that show the convergence of the expansions in the correspond-
ing regions Sq with an exponential rate of convergence: RN (a, ~b, ~c; z) = O A(z)−N , as

N → ∞, for a certain A(z) > 1 that is, in each case, related with the convergence region
Sq . We have only given a precise bound for the remainder in subsection 6.2.1 when we
used the classical Taylor expansion of the function f (T ). In the other cases when we used
multi-point Taylor expansion, we have given the bound for the remainder in terms of a
certain constant M (a, ~b, ~c; z). The reasons for this are the following: (i) we do not have
at our disposal an appropriate expression for the remainder rN (T ) of the two- and three-
point Taylor exansions of f (T ) that would lead to the derivation of an accurate constant
C(a, z); and (ii) the loop integrals are less appropriate than the Euler form when we want
to find an explicit and accurate value of the bounding constant M (a, ~b, ~c; z). And Euler’s
form is only valid in the case when <ck > <bk > 0, for all k ∈ 1, 2, . . . , p.
In tables 6.1-6.6 we show some numerical experiments about the accuracy of the ex-
pansions (6.5), (6.18) and (6.25) to evaluate the functions 4 F3 (a, ~b, ~c; z) and 8 F7 (a, ~b, ~c; z)
for some values of the parameters a, ~b and ~c and different values of the variable z. In
expansion (6.5) we have taken w = 1/2 as base point for the Taylor expansion. On the
other hand, in expansions (6.18) and (6.25) we have taken the simplest case q = 0 and
the value of q that maximizes the size of the region of convergence, that is, q = q0 for
(6.18) and q = q1 for (6.25). We have also compared the accuracy of those expansions
with the approximations provided by the power series definition (6.2), the connection
formula (6.3) combined with (6.2) and also with Bühring’s formula [3, eq. 16.8.9] with
z0 = 1/2 as base point. The tables show the relative error provided by the different
approximations when we truncate the expansion after N terms.
The numerical results show that the expansions derived from a three-point Taylor
expansion (6.25) (with q = 0 or q = q1 ) are more accurate than the expansions derived
from a two-point Taylor expansion (6.18) or a standard Taylor expansion (6.5). But
moreover, the new expansions are more competititive than Bühring’s formula or the
standard Taylor series definition when z is close to 0 or when the difference between
any couple of the parameters (a, b1 , b2 , . . . , bp ) is close or equal to an integer. When z
is away from 0 the expansions derived from a three-point Taylor expansion (6.25) seems
to perform better than Bühring’s formula which, on the other hand, seems to perform
better than the expansion obtained using a one- or a two-point Taylor expansion. In any
case, expansion (6.25) with q = q1 seems to be the most accurate.
Approximation N =0 N =2 N =4 N =6
Power series definition (6.2) 8.971 · 10−2 2.829 · 10−3 1.368 · 10−4 7.742 · 10−6
Connection formula: (6.3)+(6.2) − − − −
Bühring’s formula z0 = 1/2 6.371 · 10−1 1.844 · 10−1 6.933 · 10−2 2.828 · 10−2
1-point expansion w = 1/2 (6.5) 4.702 · 10−2 5.770 · 10−4 7.870 · 10−4 1.127 · 10−7
2-point expansion q = 0 (6.18) 8.932 · 10−3 1.551 · 10−6 3.325 · 10−10 7.676 · 10−14
2-point expansion q = q0 (6.18) 7.280 · 10−4 3.829 · 10−8 2.201 · 10−12 2.376 · 10−16
Table 6.1: p = 3, a = 1, ~b = 1 4 5 5 7 5 −1−i

, ,
2 3 6
, ~c = , ,
3 5 7
,z= 5
.
Power series definition (6.2) − − − −
Connection formula: (6.3)+(6.2) 8.182 · 10−2 2.442 · 10−3 1.384 · 10−4 9.510 · 10−6
Table 6.2: p = 3, a = 1, ~b = 1 4 5 5 7 5

, ,
2 3 6
, ~c = , ,
3 5 7
, z = −3 + i.
iπ
Table 6.3: p = 3, a = 1, ~b = 1 4 5 5 7 5

, ,
2 3 6
, ~c = , ,
3 5 7
, z=e4.
Bühring’s formula z0 = 1/2 − − − −
7iπ
Table 6.4: p = 3, a = 1, ~b = (2, 3, 1), ~c = (2, 3, 4), z = 12 e 6 .
6.3 Final remarks and numerical experiments 97
2iπ
Table 6.5: p = 7, a = 1, ~b = 1 1 3 5 3 7 5 12 2 5 6 6 9 5
, z = 23 e

, , , , , ,
2 3 4 7 8 6 9
, ~c = , , , , , ,
11 3 4 7 5 10 12
3 .
Power series definition (6.2) − − − −
Table 6.6: p = 7, a = 1, ~b = 1 1 3 5 3 7 5 12 2 5 6 6 9 5

, , , , , ,
2 3 4 7 8 6 9
, ~c = , , , , , ,
11 3 4 7 5 10 12
, z = −2 − 2i.
Chapter 7
A Convergent Laplace’s Method
for Integrals
We consider the Laplace’s transform of a smooth enough function g(t)

Z ∞
F (z) := g(t)e−zt dt, <z > x0 > 0, (7.1)
0
with large |z| (for fixed arg z ∈ (−π/2, π/2)). Imagine that we want to obtain an ap-
proximation of F (z). On the one hand, we could apply the lemma of Watson introduced
in subsection 2.2.1 of chapter 2. On the other hand, we could obtain a uniformly con-
vergent expansion of F (z) by applying the theory of chapter 3 in the situation where
h(t, z) = e−zt and the interval of integration is unbounded:
Following Watson’s lemma we consider an expansion of the function g(t) at t = 0.

If g(t) is analytic at t = 0, it has a Taylor series expansion of the form
n−1
X
k g (k) (0)
g(t) = ak t + gn (t), ak := , (7.2)
k=0
k!
with gn (t) = O (tn ) as t → 0. This expansion is convergent in a certain open disk

Dr (0) centered at t = 0 of radius r > 0 that is, in general, finite. Then, when we
replace this expansion into the integral (7.1) and we interchange summation and
integration, we obtain
Z ∞ n−1
−zt
X k!
F (z) := g(t)e dt = ak + Rn (z), (7.3)
0 k=0
z k+1
with Z ∞
e−zt gn (t)dt = O z −n−1 ,

Rn (z) := as z → ∞.
0
This last order estimate means that the expansion (7.3) is an asymptotic expansion
of F (z) for large |z|. However, as we know from chapter 2, the expansion (7.3) is
usually divergent. This can be regarded as a penalty for interchanging summation
99
100 Chapter 7. A convergent Laplace’s method for integrals
and integration when the integration interval [0, ∞) is not contained in the disk of
convergence of the Taylor expansion of g(t).1
For example, we may consider the function F (z) = ez E1 (z), where E1 (z) is the
exponential integral and derive the expansion (2.15) which is asymptotic for large
|z|, but it is not convergent for any value of z ∈ C.
In order to apply the theory of uniformly convergent expansion of chapter 3 we must

perform a logarithmic change of variables in (7.1) to obtain a bounded integration
interval: Z ∞ Z 1
−zt
F (z) := g(t)e dt = g(− log τ )τ z−1 dτ. (7.4)
0 0
Typically, the function g(− log τ ) is analytic at τ = 1 and has a Taylor expansion
of the form
n−1
X
k (−1)k dk
g(− log τ ) = Ak (1 − τ ) + rn (τ ), Ak := [g(− log τ )]τ =1 ,
k=0
k! dτ k
that, due to the singularity at τ = 0, is convergent in any open disk Dr (1) centered
at τ = 1 with radius r ≤ 1. In the best scenario when r = 1 we can apply theorem
3.3.1, case 3. In this situation, the coefficients Ak can also be computed from the
Taylor coefficients of g(t) at t = 0 using formula (A.5) in corollary A.0.2 of appendix
A. Using theorem 3.3.1 we can interchange summation and integration and we find
Z ∞ Z 1 n−1
−zt z−1
X k!
F (z) := g(t)e dt = g(− log τ )τ dτ = Ak + Rn (z), (7.5)
0 0 k=0
(z)k+1
where (z)n denotes the Pochhammer’s symbol and the remainder Rn (z) is given by
Z 1
Rn (z) = τ z−1 rn (τ )dτ.
0
From (3.14), the remainder can be bounded by means of |Rn (z)| ≤ M Γ(n+1)Γ(z)
Γ(z+n+1)
with M > 0 independent of n and z. Therefore, we have
Rn (z) = O n−z as n → ∞, Rn (z) = O z −n−1 as z → ∞.

and
In other words, expansion (7.5) is convergent and, as the sequence { (z)1k+1 }∞

k=0 is an
asymptotic scale according to definition (2.10), (7.5) is also an asymptotic expansion
of F (z), as |z| → ∞.
If we consider again the function F (z) = ez E1 (z) and we use the above procedure
we find expansion (4.14) in section 4.7 of chapter 4.
In summary, we have derived two asymptotic expansions of the Laplace transform

(7.1). On the one hand, the expansion derived by applying Watson’s lemma is easier to
compute as the asymptotic scale is given by inverse powers of the asymptotic variable,
but the expansion is, in general, divergent. Then, it is necessary to study the optimal
truncation term and to have an accurate bound for the remainder. In contrast, the
1
Even if the function g(t) is entire the convergence of (7.3) is not assured.
101
expansion obtained by applying the theory of chapter 3 is both convergent (and then,
the more terms considered the better) and asymptotic for large |z|. The main drawback
is that the coefficients of the expansion are more difficult to compute as they are the
Taylor coefficients of a composite function.
Expansions of the form (7.3) are named factorial series [145, §17.3] and they were
first studied by Newton and Stirling. Their relation with a compact Mellin transform
R 1 z−1
0
u f (u)du was found by Schlömilch [133] although it was Nörlund [99] who showed
the neccesary and sufficient conditions for a factorial series to be expressible as such
an integral. Moreover, Nielsen [97] showed the relation between factorial series and
asymptotic series by using the Stirling numbers [15, §26.8]. A comprehensive study
of factorial series was made in [34, 96]. However, in those manuscripts, the starting
point of the analysis is the factorial series itself. Therefore, neither formulas for the
coefficients of the approximation (7.5) nor error bounds are given. But moreover, the
integrals considered are of any of the forms given in (7.5) where the phase function (in
the unbounded integral representation of F (z)) is simpy f (t) = t. Generalizations of
asymptotic and convergent series to integrals of the form
Z ∞
F (z) := e−zf (t) g(t)dt, (7.6)
0
for a more general function f (t), are not considered in the literature.
The aim of the present chapter of this thesis is to fill this gap, that is, to derive a
new convergent and asymptotic expansion to the integral (7.6) with general functions
f (t) and g(t). We establish the conditions that the functions f (t) and g(t) must satisfy
and we estimate the remainder term. Furthermore, we obtain an explicit and simple
formula for the coefficients of the new expansion, in contrast to the classical Laplace
method, where the formulas for the coefficients of the expansion involve combinatorial
objects whose complexity increases with the numbers of terms considered in the expansion
[60, 152, 153].
The chapter is organized as follows: First, we derive a convergent and asymptotic

expansion for Mellin transforms over a compact interval. This analysis is used in section
7.2 where we consider the integral (7.6) in the particular case f (t) = tm , with m ∈ N. The
main idea is to consider a logarithmic change of variables that transforms the unbounded
integration interval [0, +∞) into the interval [0, 1) considered in section 7.1. We may
check that we require the analyticity of a certain function in a large region. Then, in
section 7.3 we perform some tricks to enlarge the applicability of the results derived
in section 7.2. Finally, in section 7.4 we use the modified Laplace’s method described
in section 2.2.3 of chapter 2 to reduce the study of integrals (7.6) to the particular
case f (t) = tm analyzed in section 7.2, obtaining a new convergent Laplace’s method
for integrals. We illustrate the method by deriving a new convergent and asymptotic
expansion for a parabolic cylinder function.
The results of the chapter are based on [71].

7.1 A convergent and asymptotic expansion for compact

Mellin transforms of analytic functions
The first step is the derivation of an asymptotic and convergent expansion of the compact
Mellin transform Z ρ
F (z) := (1 − xm )z−1 xs−1 f (x)dx, (7.7)
0
where 0 < ρ ≤ 1, m ∈ N, <s > 0 and <z > x0 > 0 is large. We also assume that the
function f (x) satisfies one of the following two hypotheses:
Either the function f (x) is analytic inside an open disk of center 0 and radius r > ρ,
Or the function f (x) has an integrable singularity at x = ρ and has no more

singularities inside the open disk of center 0 and radius r = ρ. More precisely,
there exists a number 0 < σ ≤ 1 such that f (x) = O ((ρ − x)σ−1 ) as x → ρ. For
convergence reasons we also require x0 + σ > 1 if ρ = 1.
We have the following theorem.
Theorem 7.1.1. Consider the integral (7.7) with the above mentioned hypotheses on the
function f (x). Then, for n = 1, 2, 3 . . .
n−1
1 X f (k) (0)

k+s
F (z) = Bρm ,z + Rn (z), (7.8)
m k=0 k! m
where By (w, z) is the incomplete beta function [116, §8.17]. The remainder Rn (z) can be
bounded in the form

M n+<s

 (ρ ) n Bρ m
m
, <z if r > ρ,
 0


|Rn (z)| ≤ M (z)B (n + <s, σ) if r = ρ < 1, (7.9)


M (z)B (n + <s, <z + σ − 1) if r = ρ = 1,

where B(w, z) is the beta function, M is a certain positive constant independent of n and
z, and M (z) > 0 is independent of n. On the other hand, in the first line of (7.9) we
have ρ0 := r − > ρ, with small. Therefore, expansion (7.8) is convergent, with an
exponential rate of convergence if r > ρ and a power rate if r = ρ. More precisely, as
n → ∞,
O (n−1 (ρ/ρ0 )n ) if r > ρ, ρ < 1,



O n−<z ρ−n

if r > ρ = 1,
0
Rn (z) = −σ
(7.10)


 O (n ) if r = ρ < 1,
O n−(<z+σ−1)

if r = ρ = 1.
Expansion (7.8) is also an asymptotic expansion of F (z) for large |z|. The terms of the
expansion and the remainder term satisfy, as |z| → ∞,

n+s n+s n+s
Bρm , z = O z− m , Rn (z) = O z − m , n = 1, 2, 3, . . . (7.11)
m
7.1 An expansion for compact Mellin transforms 103
Proof. The key point of the proof is an accurate analysis of the remainder rn (x) of the
Taylor series expansion of f (x) at x = 0, similar to the one carried out in section 3.2 of
chapter 3.
Consider the Taylor series expansion of f (x) at x = 0:
n−1 (k)
X f (0)
f (x) = xk + rn (x), |x| < r. (7.12)
k=0
k!
We distinguish two cases, depending on whether r > ρ or r = ρ.

We assume first that r > ρ. Then, the interval of integration [0, ρ] is completely
contained in the disk D0 (r) of convergence of the Taylor series expansion of f (x).
If we replace f (x) in (7.7) by expansion (7.12) and we interchange summation and
integration we get
n−1 (k) Z ρ
X f (0)
F (z) = (1 − xm )z−1 xn+s−1 dx + Rn (x), (7.13)
k=0
k! 0
with Z ρ
Rn (x) := (1 − xm )z−1 xs−1 rn (x)dx. (7.14)
0
Then, (7.8) follows from (7.13) by performing the change of variables x 7→ y given
by xm = y and using the integral definition [116, eq. 8.17.1] of the incomplete beta
function.
On the other hand, the remainder rn (x) can be written in the form
xn
I
f (w)dw
rn (x) = , x ∈ [0, ρ), (7.15)
2πi C wn (w − x)
where C is a simple closed circle around the origin of radius ρ0 := r − > ρ
encircling the points w = 0 and w = x in the positive direction. Then
xn xn
I I
f (w) f (w)
|rn (x)| ≤ dw = dw, x ∈ [0, ρ). (7.16)
2π C wn (w − x) 2πρn0 C w − x
As the function f (x) is analytic in the disk D0 (r), its modulus is bounded in C by a
positive constant independent of x and n, and so is the factor 1/(w − x). Therefore,
xn
|rn (x)| ≤ M̄ ,
ρn0
where M̄ > 0 is a positive constant independent of x and n. Finally, introducing

this bound for rn (x) into (7.14) and integrating, we find the first line of (7.9), with
M := M̄ /m > 0.
Consider now the case r = ρ. The function f (x) may have an integrable singularity
at x = ρ. We proceed in the same way as we did in the previous point, considering
the Taylor series expansion of f (x) at x = 0 and interchanging summation and
integration in (7.7) to find the right hand side of (7.8) with Rn (z) defined in (7.14)
and rn (x) given by the Cauchy’s integral (7.15). However, we have to be careful
when bounding the remainder rn (x) as the function f (x) no longer is analytic in
the closed disk D0 (ρ) and therefore the integral on the right hand side of (7.16)
no longer can be bounded by a positive constant. Nevertheless, we note that the
integral (7.15) is a constant function of that is defined for = 0 (that is, when
we set ρ0 = ρ) and it is a continuous function of since it is the integral of an
integrable function. Thus, formula (7.15) is also valid for r = ρ if we take the limit
→ 0 and we consider that C is a circle of radius r = ρ. Moreover, we can perform
a translation of the integration variable w 7→ v + ρ to find
xn
I
f (v + ρ)dv
rn (x) = , x ∈ [0, ρ),
2πi C̄ (v + ρ)n (v + ρ − x)
where the new integration path C̄ is a circle of center v = −ρ and radius ρ: C̄ =

{v ∈ C : |v + ρ| = ρ}.
By hypothesis, (ρ − x)1−σ f (x) is bounded as x → ρ and then v 1−σ f (v + ρ) is
bounded as v → 0. Consequently, we find
xn |v 1−σ f (v + ρ)| |v σ−1 |

I
|rn (x)| ≤ dv ≤
2πC̄ |v + ρ|n |v + ρ − x|
xn |v σ−1 |
I
≤ M̄ n dv, x ∈ [0, ρ),
ρ C̄ |v + ρ − x|
with M̄ > 0 independent of n and x. After the further change of variables v 7→ u

defined by means of v = (ρ − x) u, with x 6= ρ, we find
xn (ρ − x)σ−1 |u|σ−1
I
|rn (x)| ≤ M̄ du, (7.17)
ρn C̄/(ρ−x) |u + 1|
where the integration contour C̄/(ρ−x) is the scaled circle of center u = −ρ/(ρ−x)
and radius ρ/(ρ − x) traversed in the positive direction. In other words,

ρ ρ
C̄/(ρ − x) = u∈C: u+ = .
ρ−x ρ−x
In the limit x → ρ, the scaled circle becomes the imaginary axis traversed upwards
and the integral along this path in formula (7.17) is finite. Therefore, the right
hand side of (7.17) can be bounded in the form
xn (ρ − x)σ−1
|rn (x)| ≤ M̃ , x ∈ [0, ρ),
ρn
for a certain M̃ > 0 independent of n and x. Introducing this bound for the
remainder rn (x) into (7.14) we get
Z ρ
M̃
|Rn (z)| ≤ n (1 − xm )<z−1 xn+<s−1 (ρ − x)σ−1 dx. (7.18)
ρ 0
In order to find (7.9) we distinguish two further subcases, depending on whether

ρ < 1 or ρ = 1.
7.1 An expansion for compact Mellin transforms 105
– If ρ < 1 we use the bound (1 − xm )z−1 ≤ M̄ (z) := max{1, (1 − ρm )<z−1 },

independent of x, and we find
M̃ M̄ (z) ρ n+<s−1
Z
|Rn (z)| ≤ n
x (ρ − x)σ−1 dx = M̃ M̄ (z)ρ<s+σ−1 B (n + <s, σ) =
ρ 0
= M (z)B (n + <s, σ) ,
with M (z) := ρ<s+σ−1 M̃ M̄ (z), and we obtain the second line of (7.9).
– If ρ = 1 we find
Z 1
|Rn (z)| ≤ M̃ xn+<s−1 (1 − x)<z+σ−2 (1 + x + . . . + xm−1 )<z−1 dx.
0
When <z > 1 we have the bound (1 + x + . . . + xm−1 )<z−1 ≤ m<z−1 whereas
when <z < 1 we find (1 + x + . . . + xm−1 )<z−1 ≤ 1. Therefore, (1 + x + . . . +
xm−1 )<z−1 ≤ m̃(z) := max{1, m<z−1 }, independent of n, and then
Z 1
|Rn (z)| ≤ M̃ m̃(z) xn+<s−1 (1−x)<z+σ−2 dx = M (z)B (n + <s, <z + σ − 1) ,
0
with M (z) := M̃ m̃(z) and we deduce the third line of (7.9).

The bounds (7.9) show that expansion (7.8) is convergent. More precisely, using the
asymptotic behavior of the complete or incomplete beta functions [4, eqs. 5.12.1 and
5.11.12], [116, eqs. 8.17.2 and 8.18.1] involved in formula (7.9) we obtain the convergence
rate (7.10) of expansion (7.8).
It remains to show the asymptotic features of the expansion (7.8). On the one hand,
the sequence Fk (z) := Bρm k+s

m
, z is an asymptotic scale according to definition (2.10).
Indeed, using the relations [116, eqs. 8.17.2 and 8.17.4] for the incomplete beta function
and its asymptotic behavior [116, eq. 8.18.1] or the asymptotic behavior of the (complete)
beta function [4, eqs. 5.12.1 and 5.11.12] we have that
Fk+1 (z)
= O z −1/m

as z → ∞.
Fk (z)
On the other hand, in the case r > ρ, from the first line of (7.9) we find, using again
the asymptotic behavior of the incomplete beta function [116, eqs. 8.17.2 and 8.17.4],
that n+s
Rn (z) = O z − m as z → ∞,
which gives (7.11).
For r = ρ we have to be more careful. In this case, from (7.18) we have
M̄ ρ
Z
|Rn (x)| ≤ n (1 − xm )<z−1 xn+<s−1 (ρ − x)σ−1 dx.
ρ 0
For any 0 < ε < 1 we split the above integral in the form
Z ρ Z ερ
m <z−1 n+<s−1
(1 − x ) x σ−1
(ρ − x) dx = (1 − xm )<z−1 xn+<s−1 (ρ − x)σ−1 dx +
0
Z 0ρ
+ (1 − xm )<z−1 xn+<s−1 (ρ − x)σ−1 dx.
ερ
(7.19)
In the first integral on the right hand side of (7.19) we use that (ρ−x)σ−1 ≤ [ρ(1 − ε)]σ−1 ,
for all x ∈ [0, ερ]. In the second integral we use that, for <z > 1, (1 − xm )<z−1 ≤
(1 − (ερ)m )<z−1 for all x ∈ [ερ, ρ]. Then
Z ρ Z ερ
m <z−1 n+<s−1 σ−1
(1 − x ) x σ−1
(ρ − x) dx ≤ [ρ(1 − ε)] (1 − xm )<z−1 xn+<s−1 dx +
0 0
Z ρ
m <z−1
+ [1 − (ερ) ] xn+<s−1 (ρ − x)σ−1 dx.
ερ
The last integral above can be bounded by a positive constant, say K, independent
of z, and the first integral is an incomplete beta function. Therefore
Z ρ
(1 − xm )<z−1 xn+<s−1 (ρ − x)σ−1 dx ≤
0
[ρ(1 − ε)]σ−1

n + <s
≤ B(ερ)m , <z + K [1 − (ερ)m ]<z−1 .
m m
For large |z|, the second term on the right hand side above is exponentially small com-
−(n+s)/m
pared to the first one, that is of the order O z . Therefore, the asymptotic
behavior (7.11) for the remainder Rn (z) also follows in the case r = ρ and expansion
(7.8) is not only convergent, but asymptotic, as |z| → ∞.
Example 2. Consider the integral representation of the Bessel Jν (z) function [107, eq.
10.9.4], given by
Z 1
2(z/2)ν
Jν (z) = 1/2 (1 − x2 )ν−1/2 cos(zx)dx,
π Γ(ν + 1/2) 0
for large ν. To obtain a convergent and asymptotic expansion for large ν of the function
Jν (z) we can apply theorem 7.1.1 with m = 2 and f (x) := cos(zx). The function f (x) is
entire and then r > ρ := 1. We also have f (2k+1) (0) = 0 and f (2k) (0) = (−1)k z 2k , for all
k = 0, 1, 2, . . .. Therefore, using approximation (7.8) we find
" ∞ #
2(z/2)ν 1 X (−1)k z 2k

2k + 1 1
Jν (z) = 1/2 B ,ν +
π Γ(ν + 1/2) 2 k=0 (2k)! 2 2
∞
(z/2)ν X (−1)k z 2k Γ(k + 12 )
=
π 1/2 k=0 Γ(2k + 1) Γ(k + ν + 1)
Using the duplication formula [4, eq. 5.5.5] for the gamma function Γ(2k + 1) and after
some simplifications we find the power series definition of Jν (z) [107, eq. 10.2.2], which
is a convergent series that is also asymptotic for large |ν|.
7.2 A convergent version of a generalized Watson’s lemma

The second step of our analysis is the derivation of an asymptotic and convergent ex-
pansion of generalized Laplace’s transforms. For the sake of generality we consider the
integration interval (0, b) with b finite or infinite and we allow a branch point at the end
7.2 A convergent version of a generalized Watson’s lemma 107
point t = 0 of the integration interval. Moreover, if b is finite we also allow a branch point
at the other end point t = b whereas if the integration interval is unbounded we let an
exponential growth of the integrand at infinity. More precisely, we consider generalized
Laplace’s transforms of the form
Z b
m
F (z) := e−zt ts−1 (1 − t/b)σ−1 h(t)dt, (7.20)
0
with m ∈ N, <s > 0, 0 < <σ ≤ 1, 0 0. Moreover, in the case b = ∞ we assume
that the factor (1 − t/b)σ−1 is replaced by 1 and that h(t) satisfies some growth condition
at ∞ to ensure the convergence of the integral (7.20).
The main idea to obtain a convergent and asymptotic approximation of the integral
transform F (z) given in (7.20) is to reduce the study to one of the cases analyzed in
theorem 7.1.1 by performing a logarithmic change of variables. More precisely, we take
1/m
log(1 − xm )

t=x − , (7.21)
xm
where t > 0 for x > 0. The inverse of the transformation is given by
m 1/m
1 − e−t

x=t , (7.22)
tm
with x > 0 for t > 0. As we will see below, this change of variables transforms the
integral (7.20) to one of the form considered in theorem 7.1.1. Moreover, in lemma A.0.1
of appendix A we can find a formula for the composite function after the change of
variables (7.21).
Before deriving an expansion for the integral F (z) on the right hand side of (7.20),
we must give some insight in the transformation (7.21)-(7.22). To this end, we define the
following region:
Definition. For any 0 < b ≤ ∞ and m ∈ N, we define the open complex region
m m
Sm (b, 0) := t ∈ C : 1 − e−t < ρ , ρ := 1 − e−b ≤ 1,

(7.23)
where only the branch that contains the real interval (0, b) is considered (see figure 7.1).
(The “extra” argument 0 in the notation of Sm (b, 0) will be clear later). Observe that
ρ < 1 when 0 < b < ∞ and ρ = 1 if and only if b = ∞. Moreover, for any b1 < b2 we
have that Sm (b1 , 0) ⊂ Sm (b2 , 0) ⊂ Sm (∞, 0).
The importance of the region Sm (b, 0) in the following analysis is that its image under
the transformation (7.21) is a disk of center x = 0 and radius ρ1/m .
Now, we obtain a convergent and asymptotic expansion for integrals of the form
(7.20). To this end, we assume one of the following hypotheses for the function h(t):
Either b < +∞ and the function h(t) is analytic in Sm (b0 , 0) for some b0 > b,
Or the function h(t) is analytic in Sm (b, 0) and, if b = ∞, h(t) is of exponential

m
order at infinity: h(t) = O eαt when t → ∞, with 0 < α < min{1, x0 }.
Figure 7.1: Region Sm (b, 0) for m = 2 (left), m = 3 (middle) and m = 4 (right) with b =
∞ (larger blue unbounded regions, including green areas) and finite b (inner green bounded
figures). For any value of b, finite or infinite, the boundary of these figures is comprised by
the curve t(θ) parametrized in the form t(θ) = [− log(1 − ρeimθ )]1/m , −π < θ ≤ π, selecting
the continuous branch for which t > 0 for θ = 0; that is, t(θ) = | log(1 − ρeimθ )|1/m eiθ ,
−π < θ ≤ π. In these figures we have highlighted four points of the boundary of Sm (b, 0):
A := t(0) = [− log(1 − ρ)]1/m > 0, B := t(π/2) = [− log(1 − ρeimπ/2 )]1/m = i|B|, C :=
t(π/m) = [− log(1 + ρ)]1/m = eiπ/m |C|, P := t(2π/m) = e2iπ/m A. In this figures we have
depicted these points for ρ < 1 (green region with b < ∞). When b → ∞ (ρ → 1) we have that
A → +∞, P → e2iπ/m ∞ and C → (log 2)1/m eiπ/m ∀ m. Roughly speaking, the region Sm (b, 0)
is a circle around the origin of radius |C| = | log(1 + ρ)|1/m spiked along the m rays determined
by the m−th roots of the unity e2πik/m , k = 0, 1, . . . , m − 1 (the point A is on the first ray, the
point P is on the second one, the point C is on the middle angle between A and P ). For b = ∞
the (blue + green) regions are unbounded, as those spikes go up to the infinity. For b < ∞
the (green) regions are similar, but bounded, as those spikes are bounded, and contained in
Sm (∞, 0): observe that Sm (b1 , 0) ⊂ Sm (b2 , 0) for b1 < b2 .
Then, we have the following theorem.

Theorem 7.2.1. Consider the integral (7.20) with the above analytic hypotheses on the
function h(t). Then, for n = 1, 2, 3, . . .
n−1
1 X k+s
F (z) = Ak Bρ , z + Rn (z), (7.24)
m k=0 m
m
where ρ := 1 − e−b ≤ 1 and Ak are the Taylor coefficients of the function
m
ms −1 m
1/m !σ−1 m
1/m !
log(1 − x ) x log(1 − x ) log(1 − x )
h̃(x) := − m
1− − m
h x −
x b x xm
(7.25)
at x = 0; assuming that, when b = ∞, the middle factor is replaced by 1. The Taylor
coefficients Ak can be computed either directly using an algebraic manipulator or by means
of the following formula (see lemma A.0.1)
k
bm c ( k+s
m )
" σ−1 #
X (−1)j Bj (1) dk−jm t
Ak = k−jm
1− h(t) , (7.26)
j=0
j! (k − jm)! dt b
t=0
(α)
where Bn (x) are the generalized Bernoulli polynomials of order α [36, §24.16], [88, Ch.
VI], and the factor (1 − t/b)σ−1 is replaced by 1 if b = ∞.
7.2 A convergent version of a generalized Watson’s lemma 109
The remainder term Rn (z) is bounded in the form


M n+<s

 ρ n Bρ m
, <z if b < +∞ and σ = 1,
 0


|Rn (z)| ≤ M (z)B (n + <s, <σ) if b < +∞ and σ 6= 1, (7.27)


M (z)B (n + <s, <z − α)
 if b = +∞,
for a certain ρ0 > ρ > 0, M > 0 independent of z and n and M (z) > 0 independent of
n. Therefore, expansion (7.24) is convergent, with an exponential rate of convergence for
b < +∞ and σ = 1, and a power rate otherwise. More precisely, as n → ∞,

−1 n
O (n (ρ/ρ0 ) ) if b < +∞ and σ = 1,

Rn (z) = O (n−σ ) if b < +∞ and σ 6= 1, (7.28)
 −(<z−α)

O n if b = +∞.

Expansion (7.24) is also an asymptotic expansion of F (z) for large |z|: The terms of the
expansion (7.24) and the remainder satisfy

k+s k+s n+s
Bρ , z = O z− m Rn (z) = O z − m , as z → ∞ (7.29)
m
Proof. We consider the change of variables t 7→ x given in (7.21). Under this transfor-
mation, the region Sm (b, 0) for the variable t is transformed into the open disk of center
m
x = 0 and radius ρ1/m for the variable x, where ρ := 1 − e−b ≤ 1. The integral (7.20) is
transformed into
Z ρ1/m
F (z) = (1 − xm )z−1 xs−1 h̃(x)dx, (7.30)
0
with h̃(x) defined in (7.25). The analyticity hypotheses on the function h(t) guarantee
that the function h̃(x) satisfies one of the two analyticity conditions for the function f (x)
in theorem 7.1.1. Then, we can apply theorem 7.1.1 to this integral with f (x) replaced
by h̃(x) to find the approximation (7.24). The formula for the Taylor coefficients Ak
σ−1
follows from lemma A.0.1 with λ = ms − 1 and φ(t) = 1 − bt h(t) and the bounds for
the remainder are a consequence of (7.9) in theorem 7.1.1. More precisely we find:
When b < +∞ and σ = 1, we have ρ < 1 and the function h̃(x) is analytic in a
1/m m
certain open disk D0 (r) of radius r > ρ0 > ρ1/m , where ρ0 := 1 − e−b0 and the
first line of (7.27) follows from the first line of (7.9).
If b < +∞ and σ 6= 1 we have that ρ < 1 and the function h̃(x) has a branch point
at ρ1/m < 1. Therefore, the function h̃(x) is analytic in the open disk D0 (ρ1/m ) and
the third line of (7.9) implies the second line of the bound (7.27).
In the case b = +∞ we have ρ = 1 and the middle factor of h̃(x) in (7.25) is replaced
by 1. The function h̃(x) is analytic in the open unit disk D0 (1) and satisfies the
growth condition h̃(x) = O ((x − 1)−α ) as x → 1. Therefore, the fourth line of
(7.9) implies the third line of the bound (7.27) with σ replaced by 1 − α.
To illustrate the applicability of theorem 7.2.1 we consider a function that will be use-
ful in the next sections to derive a convergent and asymptotic expansion of the parabolic
cylinder function [144].
Example 3. Consider the function

Z 1
2
Ū1 (a, z) := (1 − t)a−1/2 e−zt dt, <a > −1/2.
0
It has the form considered in (7.20) with b = 1 and m = 2. To obtain a convergent

and asymptotic expansion of Ū1 (a, z) by applying theorem 7.2.1 we identify s = 1 (there
is no branch point at t = 0), σ = a − 1/2 − b<a − 1/2c and h(t) = (1 − t)a−σ+1/2 =
(1 − t)b<a−1/2c+1 . This definition of σ guarantees that 0 < <σ ≤ 1. Besides the function
h(t) is analytic in the complex region S2 (1, 0) and we can apply theorem 7.2.1 to find the
expansion
∞
1X k+1
Ū1 (a, z) = Ak B1−e−1 ,z , (7.31)
2 k=0 2
where the coefficients Ak are the Taylor coefficients at x = 0 of the function
− 1 " 1 #a− 12
log(1 − x2 ) 2 log(1 − x2 ) 2

h̃(x) = − 1−x −
x2 x2
that can be computed, using formula (7.26), in the form
k+1 k+1
j B ( 2 ) (1) j B ( 2 ) (1)
b k2 c b k2 c
k−2j

X (−1) j d a−1/2
X (−1) j 1
Ak = (1 − t) t=0
= −a .
j=0
j! (k − 2j)! dtk−2j j=0
j! (k − 2j)! 2 k−2j
The first few coefficients are

1 1 2 1 −1 3 9 2 23 15
A0 = 1; A1 = − a; A2 = a − 2a + ; A3 = a − a + a− .
2 2 4 6 2 4 8
Table 7.1 contains a numerical experiment about approximation (7.31) that shows its
convergent and asymptotic character for large |z|.
n z = 0.5 z=2 z = 10 z = 30 z = 100

0 1.26 8.18474 · 10−1 3.0011 · 10−1 1.54866 · 10−1 7.93323 · 10−2
5 8.46202 · 10−3 3.1662 · 10−3 5.92959 · 10−5 1.44491 · 10−6 2.77723 · 10−8
10 3.15303 · 10−3 1.06383 · 10−3 6.64822 · 10−6 1.88215 · 10−8 2.5038 · 10−11
15 1.34204 · 10−3 4.25023 · 10−4 1.27042 · 10−6 4.3148 · 10−10 7.86635 · 10−14
20 7.06936 · 10−4 2.15652 · 10−4 4.16676 · 10−7 2.36881 · 10−11 4.40583 · 10−14
25 4.2018 · 10−4 1.24947 · 10−4 1.81634 · 10−7 2.31511 · 10−12 4.38895 · 10−14
Table 7.1: Relative error [143, eq. 3.1.9] provided by the right hand side of (7.31) when
we truncate the series after n terms, for different values of z and a = 1.8.
7.3 Some magic tricks 111
Im(z) Im(z) Im(z) Im(z)
2ε
2ε 2ε
Re(z) Re(z) Re(z) Re(z)
2ε 2ε 2ε 2ε
2ε 2ε
Figure 7.2: Region sm (b, 0) for m = 2 (left), m = 3 (middle left), m = 4 (middle right) and
m = 6 (right). In every picture, the m rays in the directions e2ikπ/m , k = 0, 1, 2, ..., m − 1, have
√
width 2ε and length bε/ m log 2 .
7.3 Some magic tricks

Theorem 7.2.1 requires the analyticity of the function h(t) in the region Sm (b, 0) defined
in (7.23) and depicted in figure 7.1 for m = 2, 3, 4. From a practical point of view,
this region may be too large as integral representations of many special functions do not
satisfy this requirement. For example, consider the function
Z ∞
2
Ū2 (a, z) := (t + 1)a−1/2 e−zt dt, <a > −1/2, <z > 0 (7.32)
0
that we will approximate later and is related with the parabolic cylinder function [144].
The function h(t) = (t + 1)a−1/2 possesses a branch point at t = −1 that belongs to the
region S2 (∞, 0) (see figure 7.1 left) and then theorem 7.2.1 cannot be applied. However,
as we will see below, after some manipulations, the analyticity requirement in theorem
7.2.1 for the function h(t) can be relaxed, requiring its analyticity in a smaller region and
enlarging in this way the range of applicability of theorem 7.2.1.
In order to understand what manipulation we need, we first give some insight into the
geometry of the transformation t 7→ x defined in (7.21) with inverse given in (7.22). The
key point is that, after the change of variables t 7→ x, the original integration interval
[0, b) is transformed into a new integration interval in (7.30): x ∈ [0, ρ1/m ) ⊂ [0, 1) for
m
all b > 0, where ρ := 1 − e−b . Expansion (7.24) follows after a Taylor expansion of the
function h̃(x) given in (7.25) at x = 0 and an interchange of summation and integration
in (7.30). Then, the resulting expansion (7.24) is convergent whenever h̃(x) is analytic
in the disk D0 (ρ1/m ), that contains the integration interval. But h̃(x) is analytic in that
disk whenever h(t) is analytic in the image of the disk D0 (ρ1/m ) under the transformation
(7.22), that is the region Sm (b, 0).
Then, the trick to relax the analyticity condition of theorem 7.2.1 is a dilatation
of the original integration variable t ∈ [0, b) that squeezes the region Sm (b, 0) into a
smaller region sm (b, 0). (Again, the “extra” argument 0 in the notation will be clear in a
moment.) Such a region sm (b, 0) may be a starlike domain √ with center at t = 0 and with
m
m arbitrarily narrow spikes of width 2ε and length bε/ log 2 in the directions defined
by the m-th roots of the unity, with ε > 0 arbitrarily small (see Figure 7.2).
Im(t)
Im(t)
Im(t) C2 C1
C1
C1
Re(t)
C2
Re(t)
Re(t)
C2
C3 C3 C4
Figure 7.3: The thick red star-like regions Λsm (∞, 0) contain the corresponding regions
Sm (∞, 0) limited by the blue curves; for m = 2 (left), m = 3 (middle) and m = 4
(right). In these figures C1 , C2 ,..., Cm are the m different m−th roots of − log(2), that is,
p p
Ck = |C|ei(2k+1)π/m , k = 0, 1, 2, ..., m − 1, |C| := m log(2) and Λ = m log(2) /ε for the given
ε > 0 used in the definition (7.33) of sm (b, 0).

2iπk/m bε
sm (b, 0) := t ∈ C : t = (r + iy)e ;0 ≤ r < √ ; k = 0, 1, . . . , m − 1; |y| < ε .
| m log 2|
(7.33)
Now, consider a certain dilatation parameter Λ > 1. After the dilatation u 7→ t given
by t = Λu, the region sm (b, 0) for the variable u becomes the larger region Λsm (b, 0) for
the new variable t. And the region Λsm (b, 0) contains the region Sm (b, 0) for any b > 0
whenever εΛ is larger than the distance from the origin t = 0 to the complementary of
the region Sm (∞, 0). That distance is attained at the intersecion of the boundary of
Sm (∞, 0) with √the rays t = rei(2k+1)π/m , r > 0, k = 0, 1, . . . , m − 1, which occurs at a
distance C = m log 2 (see figure 7.3).
Therefore,
√ the region Λsm (b, 0) contains the region Sm (b, 0) for any b > 0 whenever
Λ > m log 2 /ε. Then
Z b Z Λb σ−1
−zum s−1
u σ−1 1 −(z/Λm )tm s−1 t
F (z) := e u 1− h(u)du = s e t 1− h̄(t)dt,
0 b Λ 0 Λb
with h̄(t) := h(t/Λ). Whenever h(u) is analytic in sm (b, 0), h̄(t) is analytic in Sm (b, 0) ⊂
Λsm (b, 0) and theorem 7.2.1 may be applied to this last integral with z replaced by z/Λm
and h replaced by h̄.
The key point of why the dilatation trick discussed above to enlarge the applicability of
theorem 7.2.1 works is hidden in the shape of the region Sm (∞, 0): any ray arg t = θ will
eventually cut the boundary of the region Sm (∞, 0) unless θ = 2kπ/m, k = 0, 1, . . . , m−1.
Then, for sufficiently large Λ, the dilatation u 7→ t = Λu will move the singularities of
h(t) away from the region Sm (b, 0) except for those singularities located in the axes of
the starlike region sm (b, 0) as they are invariant under the dilatation no matter how
large Λ is. Nevertheless, in the case b = ∞ we can still use another trick to avoid those
singularities: an appropriate rotation of the original integration path [0, ∞) whenever
the function h(t) is analytic in that sector. The effect of this rotation is a rotation of
the axes so that we can avoid the singularities located there. Then, choose an angle θ
m
such that | arg z + mθ| < π/2 (ideally θ = − arg m
z
if arg z 6= 0). If e−αt h(t) is bounded
7.3 Some magic tricks 113
as t → ∞ in the sector arg t ∈ [0, θ] (and not only for t > 0 as it was required in the
hypothesis of theorem 7.2.1) and h(t) is analytic in that sector, we can invoke Cauchy’s
theorem to rotate the path of integration that angle θ. Then
Z ∞
imθ m
F (z) = eisθ
e−ze t ts−1 h(eiθ t)dt.
0
Now, the singularities of h(eiθ t) are not located on the rays arg t = 2kπ/m, k =
0, 1, . . . , m − 1. Therefore, we can (if necessary) perform a dilatation Λ > 1 and ap-
ply theorem 7.2.1 afterwards.
We can combine both tricks to enlarge the range of applicability of theorem 7.2.1.
The result is summarized in the following theorem.
Z b
m
F (z) := e−zt ts−1 (1 − t/b)σ−1 h(t)dt, (7.34)
0
with m ∈ N, <s > 0, 0 < <σ ≤ 1, 0 0,
assuming that the factor (1 − t/b)σ−1 is replaced by 1 if b = +∞. Assume also one of the
following hypotheses for the function h(t):
Whether the function h(t) is analytic in the starlike region sm (b, 0) defined in (7.33)
m
and, if b = +∞, the function e−αt h(t) is bounded as t → +∞, for a certain
α < min{1, x0 }.
m
Or b = +∞ and there exists an angle θ with | arg z +mθ| < π/2 such that e−αt h(t)
is bounded as t → ∞ in the sector arg t ∈ [0, θ] for a certain α < min{1, x0 }, and
the function h(t) is analytic in the sector arg t ∈ [0, θ] and also in the starlike region
sm (∞, 0) defined in (7.33) rotated an angle θ:
sm (∞, θ) := t ∈ C : t = (r + iy)ei(θ+2πk/m) ; r ≥ 0; k = 0, 1, . . . , m − 1; |y| < ε,

(7.35)
for a certain ε > 0.
Then, for n = 1, 2, 3, . . .
n−1
1 X k+s z
F (z) = Ak Bρ(Λ) , + Rn (z), (7.36)
mΛs k=0 m Λm
√
for any Λ ∈ C with |Λ| > m log 2 /ε and arg(Λ) = θ, with θ = 0 if h(t) is analytic in
m
sm (b, 0). The parameter ρ(Λ) is defined by ρ(Λ) = 1 − e−(|Λ|b) and Ak are the Taylor
coefficients of
s −1 1 !σ−1 1!
log(1 − xm ) m log(1 − xm ) m log(1 − xm ) m

x x
h̃(x) := − 1− − h −
xm bΛ xm Λ xm
at x = 0, with the middle factor replaced by 1 when b = +∞. These Taylor coefficients
Ak can be computed either, directly using an algebraic manipulator, or by means of the
following formula (see lemma A.0.1):
k
bm c
j ( k+s
m ) k−mj
" σ−1 #
X (−1) B j (1) d t
Ak = k−mj k−mj
1− h(t) , (7.37)
j=0
j! (k − mj)! Λ dt b
t=0
(α)
where the factor (1 − t/b)σ−1 is replaced by 1 if b = +∞ and Bk (x) are the generalized
Bernoulli polynomials of order α.
The remainder term Rn (z) can be bounded in the form

M n+<s z

 ρ n Bρ(Λ) m
, < Λ m if b < +∞ and σ = 1,
 0


|Rn (z)| ≤ M (z)B (n + <s, <σ) if b < +∞ and σ 6= 1, (7.38)

M (z)B n + <s, < z − α


Λm
if b = +∞,
for a certain ρ0 > ρ > 0, M > 0 independent of z and n and M (z) > 0 independent of
n. Therefore, expansion (7.36) is convergent, with an exponential rate of convergence for
b < +∞ and σ = 1, and a power rate otherwise. More precisely, as n → ∞,


 O (n−1 (ρ/ρ0 )n ) if b < +∞ and σ = 1,


−σ
Rn (z) = O (n ) if b < +∞ and σ 6= 1, (7.39)

O n−(<( Λzm )−α)

if b = +∞.

Expansion (7.36) is also an asymptotic expansion of F (z) for large |z|.

√
Proof. Let Λ ∈ C such that |Λ| > m log 2 /ε and arg Λ = θ. We perform a change of
variables given by t 7→ Λt . The effect of this change of variables is a dilatation and a
rotation in the integral (7.34) in the manner discussed before theorem 7.3.1. Then, we
find Z Λb σ−1
1 −( Λzm )tm s−1 t t
F (z) = s e t 1− h dt. (7.40)
Λ 0 Λb Λ
In the case b < +∞ we have arg Λ = 0 whereas in the case b = ∞ and arg Λ 6= 0 we invoke
Cauchy’s theorem to rotate the integration path to the real interval [0, |Λ|b) = [0, ∞).
As the function h(t)
is analytic in the region sm (b, θ), after the dilatation and rotation
t
the function h Λ is analytic in the region Sm (b, 0) and we can apply theorem 7.2.1 to
the integral on the right hand side of (7.40). As a result we find expansion (7.36) and
the bound (7.38) for the remainder Rn (z).
Example 4. Consider the function Ū2 (a, z) defined in (7.32) and given by
Z ∞
2
Ū2 (a, z) := (t + 1)a−1/2 e−zt dt, <a > −1/2, <z > 0.
0
Comparing with (7.34) we identify m = 2, b = +∞, s = 1 and h(t) = (t + 1)a−1/2 . The

function h(t) has a branch point at t = −1, which is inside the region S2 (∞, 0). Then, we
can not apply theorem 7.2.1 to obtain a convergent an asymptotic expansion of Ū2 (a, z)
for large z. Nevertheless, the function h(t) is analytic in the starlike region s2 (∞, θ)
defined in (7.33) with ε = sin θ and we can apply theorem 7.3.1 if we perform a certain
rotation and dilatation. Take Λ ∈ C with arg Λ 6= 0 satisfying | arg z + 2 arg Λ| < π/2 or
| arg z − 2 arg Λ| < π/2 and, for the chosen value of arg Λ, take |Λ| > | log 2|/ sin (arg Λ).
Then, we can apply theorem 7.3.1 to obtain a convergent expansion of Ū2 (a, z) that
7.4 A convergent and asymptotic Laplace’s method 115
is also an asymptotic expansion of F (z) for large |z|. As b = ∞ we find ρ = 1 and

approximation (7.36) in this example reads
∞
1 X k+1 z
Ū2 (a, z) = Ak B , 2 . (7.41)
2Λ k=0 2 Λ
The coefficients Ak are the Taylor coefficients of the function

2
− 12 " 2
12 #a− 12
log(1 − x ) x log(1 − x )
h̃(x) := − 2
1+ −
x Λ x2
at x = 0. They can be computed using formula (7.37) in the form

b k2 c ( k+1
2 ) 1

X (−1)j Bj (1) 2 − a k−2j
Ak = ,
j=0
j! (k − 2j)! Λk−2j
dn h i
1

where we have used that h(t) = (−1)n 2
− a n . The first few coefficients are
dtn t=0
a − 1/2 (1/2 − a)2 1 −(1/2 − a)3

A0 = 1, A1 = , A2 = − , A3 = .
Λ 2Λ2 4 6Λ3
We can choose, for example, arg Λ = π/6 and |Λ| = 2. With this election of Λ we
obtain the numerical experiment detailed in table 7.2 , that shows the convergent and
asymptotic character of expansion (7.41).
n z = 0.5 z=2 z = 30 z = 100 z = 250

0 6.07615 · 10−1 4.77225 · 10−1 1.84414 · 10−1 1.08389 · 10−1 7.08001 · 10−2
5 1.31198 · 10−1 3.68296 · 10−2 1.21413 · 10−4 3.98426 · 10−6 2.72387 · 10−7
10 1.18385 · 10−1 2.50816 · 10−2 4.67633 · 10−6 7.70153 · 10−9 4.13833 · 10−11
15 1.14372 · 10−1 2.18815 · 10−2 1.08835 · 10−6 2.78716 · 10−10 2.68262 · 10−13
20 1.10831 · 10−1 1.92642 · 10−2 2.4277 · 10−7 9.90124 · 10−12 6.95367 · 10−15
Table 7.2: Relative error [143, eq. 3.1.9] provided by the right hand side of (7.41) when we
truncate the series after n terms, for different values of z and a = 2.6. We have taken Λ = 2eiπ/6 .
7.4 A convergent and asymptotic Laplace’s method

Finally, we consider integrals of the form
Z ∞
F (z) := e−zf (t) g(t)ta−1 dt, <a > 0, <z > x0 > 0 large. (7.42)
0
The main idea to obtain a convergent and asymptotic Laplace’s method for integrals
is to use the idea of the modified Laplace’s method introduced in [74] and summarized in
section 2.2.3 of chapter 2, that is, to split the phase function f (t) into its asymptotically
dominant monomial (as |z| → ∞) and a subdominant remainder. Then, we obtain
a monomial in the exponent of the exponential and theorems 7.2.1 or 7.3.1 may be
applied. We clearly state the hypotheses H7.4.(i)-H7.4.(vi) that the functions f (t) and
g(t) must satisfy in order for the new Laplace’s method for integrals to be convergent
and asymptotic, as |z| → ∞.
H7.4.(i). The function f (t) is real for real t.

H7.4.(ii). The function f (t) in (7.42) has only one absolute minimum in the positive
real axis at a certain point t0 ≥ 0.
Then, there exists a number m ∈ N such that f (m) (t0 ) > 0 and f (k) (t0 ) = 0
for all k = 1, 2, . . . , m − 1, with m even if t0 > 0. Following the ideas of the
modified Laplace method introduced in [74] we consider the Taylor polynomial
of f (t) at t = t0 of degree m:
m f (m) (t0 )
p(t) := f (t0 ) + η(t − t0 ) , η := > 0.
m!
Roughly speaking, p(t) is the asymptotically dominant monomial of the phase
function f (t), as |z| → ∞ whereas the remainder term fm (t) := f (t) − p(t) is
subdominant:
∞
X f (k) (t0 )
fm (t) := f (t) − p(t) = (t − t0 )k , |t − t0 | < r,
k=p
k!
where r > 0 is the radius of convergence of the Taylor series of f (t) at t = t0

and p > m is the first derivative of f (t) after the m−th derivative that does
not vanish at t = t0 .
H7.4.(iii). Both function f (t0 − t) and g(t0 − t) are analytic in the region t0 − Sm (t0 , 0),
with Sm (t0 , 0) defined in (7.23).
H7.4.(iv). For a certain angle θ satisfying | arg z + mθ| < π/2, both functions f (t0 + t)
and g(t0 + t) are analytic in the sector arg(t0 + t) ∈ [0, θ] and also in the
starlike region t0 + sm (∞, θ), with sm (∞, θ) defined in (7.33).
H7.4.(v). For t in the sector arg(t0 +t) ∈ [0, θ], there exists a number 0 < α < min{1, x0 }
m
such that the function e−αt e−zfm (t0 +t) g(t0 + t) is bounded as t → ∞.
H7.4.(vi). The function e−zf (t) g(t)ta−1 is absolutely integrable on [0, ∞), for <z > x0
large.
Remark 7.4.1. Hypotheses H7.4.(i), H7.4.(ii) and H7.4.(vi) are similar to the hypotheses
required for the functions f (t) and g(t) in order to apply the classical method of Laplace
for integrals (see subsection 2.2.2) whereas hypotheses H7.4.(iii), H7.4.(iv) and H7.4.(v)
will guarantee the convergence of the expansion.
Then, according to hypothesis H7.4.(ii) the integral (7.42) can be written in the form
Z ∞
−zf (t0 ) m
F (z) = e e−zη(t−t0 ) h(t, z)ta−1 dt, h(t, z) := e−zfm (t) g(t), (7.43)
0
where the exponent of the exponential function consists only of the asymptotically rele-
vant monomial of the phase function, as |z| → ∞. On the other hand, the subdominant
part fm (t) is included, together with g(t), in the function h(t, z). We split the integral
(7.43) at t = t0 to find
Z t0 Z ∞
−zf (t0 ) −zη(t−t0 )m −zf (t0 ) m
F (z) = e e a−1
h(t, z)t dt + e e−zη(t−t0 ) h(t, z)ta−1 dt.
0 t0
If t0 = 0 the first integral vanishes whereas if t0 > 0, m is even and we can perform a
shift in the integration variable of the form t0 − t 7→ t. On the other hand, no matter the
value of t0 , in the second integral above we perform a shift of the form t − t0 7→ t. We
get
Z t0 Z ∞
−zf (t0 ) −zηtm −zf (t0 ) m
F (z) = e e h(t0 −t, z)(t0 −t) a−1
dt + e e−zηt h(t+t0 , z)(t+t0 )a−1 dt.
0 0
With the aim of treating both integrals above at the same time, we define b− := t0 and
b+ = +∞ and we define the functions
Z b±
m
±
F (z) := e−zηt h (t0 ± t, z) (t0 ± t)a−1 dt. (7.44)
0
Then
F (z) = e−zf (t0 ) F − (z) + F + (z) .

(7.45)
Now, hypothesis H7.4.(iii) assures that we can apply theorem 7.2.1 to the function F − (z)
whereas hypotheses H7.4.(iv) and H7.4.(v) guarantee that we can perform a dilatation
and a rotation and apply theorem 7.3.1 to F + (z). But, the function h considered in the-
orems 7.2.1 and 7.3.1 does not depend on the asymptotic variable z and now the function
h(t, z) in the integrand of both integrals F ± (z) does. Therefore, we are introducing a
new ingredient in the analysis: the function h and therefore its Taylor coefficients Ak do
depend on the asymptotic variable z.
On the one hand, this dependence on the variable z does not have any influence
on the convergence of expansion (7.24) or (7.36) of theorems 7.2.1 and 7.3.1 and the
corresponding convergence rate for the remainder Rn (z) of those expansions (7.28) and
(7.39), as n → ∞, remain valid. On the other hand, that dependence on z does have an
effect on the asymptotic behavior of those expansions and formulas (7.11) are no longer
valid. That is, when the function h depends on z the asymptotic features as |z| → ∞ of
the new expansion must be proved.
The situation is similar to the one analyzed in [74] as the function h(t, z) also depends
on the asymptotic variable z. This dependence is translated to the Taylor coefficients.
However, the asymptotic behavior, as |z| → ∞, of the coefficients Ak is known and it
does not disrupt the asymptotic character of the expansion.
We have the following result, based on the fact that the n−coefficient of the Taylor
expansion at t = t0 of the function h(t, z) defined in (7.43) is a polynomial in z of degree
bn/pc, where p > m denotes the first non-vanishing derivative of f (t) at t = t0 after the
m−derivative (see subsection 2.2.3).
Lemma 7.4.2. Let f (t) and g(t) be analytic functions at t = t0 and define the function
h(t, z) := e−zfm (t) g(t) given in (7.43) with fm (t) defined in hypothesis H7.4.(ii). For any
m ∈ N and Λ, λ, µ ∈ C, consider the function
λ −1 1 !µ−1
log(1 − xm ) m log(1 − xm ) m

x
h̃(x, z) := − t0 + − ×
xm Λ xm
1 ! (7.46)
log(1 − xm ) m

x
× h t0 + − ,z .
Λ xm
Then, the n−th Taylor coefficient An (z) of h̃(x, z) at x = 0 is a polynomial in z of

degree b np c, where p > m is the first non-vanishing derivative of f (t) at t = t0 after the
n
m−th derivative. This implies that An (z) = O z b p c as |z| → ∞.
Proof. The Taylor coefficients An (z) of h̃(x, z) can be computed using formula (A.2) in
lemma A.0.1. Then, in the computation of the n−th coefficient An (z), the variable z
only appears in the derivatives of the function h(t, z). But it has been shown in [74] that
the k−th Taylor coefficient of h(t, z) at t = t0 is in fact a polynomial in z of degree b kp c.
As the range of the index of summation in (A.2) goes from k = 0 to k = b np c, we conclude
that the Taylor coefficients An (z) of h̃(x, z) at x = 0 are also polynomials in z of degree
b np c.
Finally, we give the main result of this chapter of the thesis: a convergent and asymp-
totic expansion of the integral (7.42) with an explicit formula for the coefficients of the
expansion and with estimates for the remainder. The main idea to derive it is to write the
integral (7.42) in the form (7.44)-(7.45) and apply theorem 7.2.1 to F − (z) and theorem
7.3.1 to F + (z). However, as the function h(t, z) depends on the asymptotic variable z
we must prove that the new expansion is still asymptotic, as |z| → ∞. The proof of this
property is technical and somewhat long and tedious. We have:
Theorem 7.4.3. Consider the integral (7.42) and assume hypotheses H7.4.(i)-H7.4.(vi)
given above with the function h(t, z) defined in (7.43) and the parameters m, t0 and η
given in hypothesis H7.4.(ii). Then, for n = 1, 2, 3, . . .
F (z) = e−zf (t0 ) ×

( n−1 " # )
A+ +

1 X − k+1 (z) k + λ ηz
Ak (z)Bρ , ηz + k λ+ B , + m + Rn (z) ,
m k=0 m (Λ+ ) m (Λ )
(7.47)
m √
where ρ := 1 − e−t0 , λ+ = 1 if t0 > 0 or λ+ = a if t0 = 0, |Λ+ | > m log 2 /ε and
arg(Λ+ ) = θ. The coefficients A±k (z) are, respectively, the Taylor coefficients of the
function
m
λm± −1 m
m1 !µ± −1
log(1 − x ) x log(1 − x )
h̃± (x, z) := − m
t0 ± ± − ×
x Λ xm
1 ! (7.48)
log(1 − xm ) m

x
h t0 ± ± − ,z
Λ xm
at x = 0, with Λ− = λ− = 1, µ− = a and either µ+ = a if t0 > 0 or µ+ = 1 if t0 = 0.

These coefficients A±
k (z) can be computed using the formula
n
bmc n+λ±
( )
X (−1)k B m
(1) (±1)n−km dn−km h µ± −1 i
A±
n (z) =
k
t h(t, z) , (7.49)
k=0
(Λ± )n−km k! (n − km)! dtn−km t=t0
(α)
where Bn (x) are the generalized Bernoulli polynomials [36, §24.16], [88, Ch. VI].
The remainder Rn (z) is bounded by the sum of the second line of (7.27) with s = 1
and the third line of (7.27) with s = λ+ . Therefore, expansion (7.47) is convergent. It
is also an asymptotic expansion of F (z) for large |z|: On the one hand,
the terms of the

k k+1 k k+λ+
expansion between brackets inside the sum (7.47) are of order O z p − m + z p − m ,

n n+1 n n+λ+
− −
as |z| → ∞. On the other hand, the remainder Rn (z) = O z p m + z p m , as
|z| → ∞, with p given in H7.4.(ii).
Proof. We split the phase function f (t) in the form given in hypothesis H7.4.(ii), and
we write the integral (7.42) in the form (7.44)-(7.45). Using hypothesis H7.4.(iii) we can
apply theorem 7.2.1 to F − (z) with b = t0 , s = 1, σ = a − d<ae + 1 and h(t) replaced by
ta−1
0 h(t0 − t, z)(1 − t/t0 )
a−σ
= ta−1
0 h(t0 − t, z)(1 − t/t0 )
d<ae−1
and z replaced by ηz. On
the other hand, using hypotheses H7.4.(iv) and H7.4.(v) we can apply theorem 7.3.1 to
F + (z) with b = +∞, σ = 1, z replaced by ηz and either s = 1 with h(t) replaced by
h(t0 + t, z)(t0 + t)a−1 if t0 > 0, or s = a and h(t) replaced by h(t0 + t, z) if t0 = 0. In
this way, we find the expansion (7.47) being A± ±
k (z) the Taylor coefficients of h̃ (x, z) at
x = 0. Formula (7.49) for the Taylor coefficients A± n (z) follows from lemma A.0.1 with
λ±
±
t µ −1 t
λ = m − 1 and φ(t) = t0 ± Λ± h(t0 ± Λ± ).
The remainder Rn (z) is given by the sum of the remainders Rn− (z) and Rn+ (z) given
by theorems 7.2.1 and 7.3.1 for the functions F − (z) and F + (z) respectively, that is,
n−1
1 X ±
±
F (z) = A (z)Φ± ± ±
k (ρ ; z) + Rn (z), (7.50)
m k=0 k
m
with ρ− = ρ = 1 − e−t0 and ρ+ = 1, and
k + λ±

± 1 ηz
Φk (c; z) := ± λ± Bc , ± m , k = 0, 1, 2, .... 0 ≤ c ≤ 1. (7.51)
(Λ ) m (Λ )
Therefore, the convergence character of expansion (7.47) comes from (7.27) and (7.38).
In other words, the dependence on z of the function h(t, z) does not spoil the convergence
character of the expansion. However, we must prove that it does not spoil its asymptotic
feature either.
First, we show that the terms between brackets inside the sum of (7.47) form an
k
±
asymptotic sequence, as z → ∞: From lemma 7.4.2 the coefficients Ak (z) = O z p , as
|z| → ∞. On the other side, from the asymptotic behavior of the beta and incomplete
beta functions [4, eqs. 5.12.1 and 5.11.12] and [116, eqs. 8.17.2, 8.17.4 and 8.18.3] we
find that the terms of the expansion
between brackets inside the sum in (7.47) are of
k k+λ+ k k+1
the order O z p − m + z p− m , as |z| → ∞. In other words, they form an asymptotic
sequence that is not of Poincaré type, but that decreases in the form of a sawtooth.
Secondly, we have to prove that the remainder Rn (z) satisfies the estimate given in the
theorem, as |z| → ∞. The key point to prove this is to split both integrals F ± (z) at the
point t = |z −1/p |, for |z| > x0 large enough. That is, we write F ± (z) = F0± (z) + F1± (z),
with
Z |z −1/p |
−zηtm
F0± (z) = e h(t0 ± t, z)(t0 ± t)a−1 dt,
0
Z b±
(7.52)
± −zηtm a−1
F1 (z) = e h(t0 ± t, z)(t0 ± t) dt.
|z −1/p |
We remark that, for |z| large enough, we have that |z −1/p | ≤ t0 for any positive t0 .
Now, the integral F0− (z) is of the form of F − (z) with t0 replaced by |z −1/p |, and the
same applies to the integral F0+ (z) if we also replace h(t0 − t, z)(t0 − t)a−1 by h(t0 +
t, z)(t0 + t)a−1 . Therefore, we can apply theorems 7.2.1 or 7.3.1 to these two integrals
and we get
n−1
1 X ± −m/p |
F0± (z) = A (z)Φ± ±
k (ρz ; z) + Rn,0 (z), ρz := 1 − e−|z , (7.53)
m k=0 k
with Φ±
k (c; z) given in (7.51) and
Z (ρz )1/m ηz
± −1 λ± −1 ±
Rn,0 (z) := (1 − xm ) (Λ± )m x rn (x, z)dx, (7.54)
0
where rn± (x, z) is the n−th order Taylor remainder of h̃± (x, z) at x = 0.
Then, on the one hand, according to the splitting described above, we have
n−1
1 X ±
±
F (z) = F0± (z) + F1± (z) = Ak (z)Φ± ± ±
k (ρz ; z) + Rn,0 (z) + F1 (z). (7.55)
m k=0
On the other hand, we have formula (7.50). Then, from (7.50) and (7.55) we find that
Rn± (z) = Ψ± ± ±
n (z) + Rn,0 (z) + F1 (z), (7.56)
with
n−1
1 X ±
Ψ±
n (z) := A (z)[Φ± ± ±
k (ρ ; z) − Φk (ρz ; z)]. (7.57)
m k=0 k
In the remaining of the proof we study the asymptotic behavior of every one of the
± ±
three terms Ψ±n (z), Rn,0 (z) and F1 (z) on the right hand side of formula (7.56), in order
to find out the asymptotic behavior of Rn± (z), and then of Rn (z) = Rn+ (z) + Rn− (z).
Ψ±n (z). Note that the arguments of the two incomplete beta functions on the right
hand side of (7.57) (see (7.51)) are the same, the incomplete beta functions only
differ in their index. Then, taking into account the integral representation of the
incomplete beta function [4, eq. 8.17.1] we find that
Z ρ±
± ± ± 1 k+λ± ηz
−1
Φk (ρ ; z) − Φk (ρz ; z) = ± λ± t m −1 (1 − t) (Λ± )m dt.
(Λ ) ρz
Hence
Z 1
1

k+<λ± < ηz
−1
Φ± ±
k (ρ ; z) − Φ±
k (ρz ; z) ≤ t m
−1
(1 − t) (Λ± )m dt.
|(Λ )λ± |
±
1−e −|z −m/p |
−m/p |
Performing the change of variables t 7→ u defined by t = 1 − e−|z u we find

< ± m ηz
1
−|z −m/p |
Φ± ± ± (Λ )
k (ρ ; z) − Φ k (ρ z ; z) ≤ e ×
|(Λ± )λ± |
Z 1 −m
1 1

k+<λ± ηz ηz p |
−|z −m/p | −1 < (Λ± )m −1 −< ± )m |z
(1 − e u) m u du ≤ ±
e (Λ .
0 |(Λ± )λ | < ηz
(Λ± )m
(7.58)
Thus, from the asymptotic behavior of the coefficients A±k (z) (see lemma 7.4.2) and
formulas (7.57) and (7.58) we have that, for all k = 0, 1, . . . , n − 1,
−m

ηz
± bn/pc−1 −< (Λ± )m |z p |
Ψn (z) = O z e , as |z| → ∞. (7.59)
F1± (z). We have that f (t0 ± t) − f (t0 ) = ηtm + O(tp ) as t → 0+ with η > 0, and
therefore ∃ δ ± > 0 independent of t (and of course of z) such that
η
f (t0 ± t) − f (t0 ) − tm > 0 for 0 < t < δ ± . (7.60)
2
On the other hand, as t0 is an absolute minimum of f (t) in [0, ∞), there exist
± > 0 such that
f (t0 ± t) − f (t0 ) − ± > 0 for t ≥ δ ± . (7.61)
For large enough |z| we have that δ ± > |z −1/p | and we can split the integral F1± (z)
at t = δ ± . We write
F1± (z) = G± ±
1 (z) + G2 (z),
with Z δ±
m
G±
1 (z) := e−zηt e−zfm (t0 ±t) g(t0 ± t)(t0 ± t)a−1 dt,
|z −1/p |
Z b±
m
G±
2 (z) := e−zηt e−zfm (t0 ±t) g(t0 ± t)(t0 ± t)a−1 dt.
δ±
Using f (t0 ± t) = f (t0 ) + ηtm + fm (t0 ± t) and (7.60) we find

Z δ±
m /2] m /2
|G±
1 (z)| ≤ |e−z[f (t0 ±t)−f (t0 )−ηt | |e−zηt | |g(t0 ± t)(t0 ± t)a−1 |dt
|z −1/p |
Z δ± Z δ±
−ηtm <z/2 m <z/2
≤ e |g(t0 ± t)(t0 ± t) a−1
|dt ≤ K̄ e−ηt
|z −1/p | |z −1/p |
!
Z ∞
m <z/2 K 1 η<z
≤ K̄ e−ηt = Γ , m ,
|z −1/p | (<z)1/m m 2|z p |
with K and K̄ positive constants independent of |z|. From the asymptotic behavior
of the incomplete gamma function [4, eq. 8.11.2] we deduce that
m−1 m
± −1 − η2 z 1− p
G1 (z) = O z p e , as |z| → ∞. (7.62)
On the other hand

Z b±
m
G±
2 (z) := e−zηt e−zfm (t0 ±t) g(t0 ± t)(t0 ± t)a−1 dt
δ±
Z b±
= e−z[f (t0 ±t)−f (t0 )] g(t0 ± t)(t0 ± t)a−1 dt.
δ±
And then,
Z b±
e−<z[f (t0 ±t)−f (t0 )− ] |g(t0 ± t)(t0 ± t)a−1 |dt.
±
−± <z
|G±
2 (z)| ≤e
δ±
Using (7.61), we find that, for <z > x0 , e−<z[f (t0 ±t)−f (t0 )− ] ≤ e−x0 [f (t0 ±t)−f (t0 )− ] .
± ±
Taking also into account that the last integral above, with <z replaced by x0 , is
convergent by hypothesis H7.4.(vi), we conclude that
± <z
|G±
2 (z)| ≤ Ke
−
,
with K > 0 independent of |z|. From this formula and (7.62) we find
η 1− m ±

p
F1 (z) = O e− 2 z + e−z , as |z| → ∞. (7.63)
Rn,0
± ±
(z). Recall the integral representation of Rn,0 (z) given in (7.54). The factor
rn (x, z) is the Taylor remainder of h̃ (x, z) at x = 0. Then, rn± (x, z) admits the
± ±
following Cauchy’s integral representation:

xn h̃± (w, z)
I
±
rn (x, z) = dw, x ∈ D0 (r),
2πi C wn (w − x)
for a certain r > 0 independent of |z|. We choose the integration path C to be
the circle of center 0 and radius 2|z −1/p | (< r for large enough |z|), oriented in the
−m/p |
positive sense. Since (see (7.53)) ρz := 1 − e−|z ' |z −m/p | when |z| → ∞, for
sufficiently large |z|, both points 0 and x are contained inside the circle C for any
1/m
x ∈ [0, ρz ].
Recall at this point that h̃± (w, z) is given in (7.48) and (7.43), and we can write
p ψ(w)
h̃± (w, z) = e−zw ϕ(w),
with
1
w − log(1 − wm ) m

−p
ψ(w) := w fm (t0 ± t(w)), t(w) := ± ,
Λ wm
λ± /m−1
log(1 − wm )

± −1
ϕ(w) := g(t0 ± t(w)) − (t0 ± t(w))µ .
wm
The functions ψ(w) and ϕ(w) are analytic in the disk D0 (r) that contains the circle
C. Then, due to the choice of the radius of the circle C to cancel out the variable z
in the exponent of the exponential of the function h̃± (w, z), we have that
−1/p )p | |ψ(w)| p |ψ(w)|
|h̃± (w, z)| ≤ e|z(2z |ϕ(w)| = e2 |ϕ(w)| ≤ K̄,
for some constant K̄ > 0 independent of |z|. For w ∈ C we also have |w−x| ≥ |z −1/p |
and |w|n = 2n |z −n/p |. Then
|rn± (x, z)| ≤ Kxn |z n/p |,
with K > 0 independent of x and |z|. Then, from (7.54) we have
1/m
Z ρz
ηz

± m < (Λ± )m −1 <λ± −1
|Rn,0 (z)| ≤ (1 − x ) x |rn± (x, z)|dx
0
1/m
Z ρz
ηz

n/p m < (Λ± )m −1 n+<λ± −1
≤ K|z | (1 − x ) x dx
0
n + <λ±

n/p ηz
= K|z |Bρz ,< .
m (Λ± )m
Using the asymptotic behavior of the incomplete beta function [4, eqs. 8.17.2,
8.17.4, 8.18.3] we find
±

± n
− n+λ
Rn,0 (z) = O z p m , as |z| → ∞. (7.64)
Finally, from (7.56), (7.59), (7.63) and (7.64) it follows that

±

± n
− n+λ
Rn (z) = O z p m + exp. small terms, as |z| → ∞,
and then, from the relation Rn (z) = Rn− (z) + Rn+ (z), we get
+ −

n
− n+λ n
− n+λ
Rn (z) = O z p m +z p m + exp. small terms, as |z| → ∞,
which concludes the proof.

Remark 7.4.4. If t0 = 0 the integral F − (z) defined in (7.44)-(7.45) vanishes. Therefore,
the first term inside the brackets in expansion (7.47) and the remainder Rn− (z) defined in
the proof of theorem 7.2.1 also vanish. In other words, if t0 = 0 the “ −” part of expansion
(7.47) vanishes and only the “ +” terms remain.
Remark 7.4.5. The extra dependence on the asymptotic variable z on the function h(t, z)
does not spoil the convergent character of expansion (7.47) and, as we have proved in
theorem 7.4.3 it does not spoil its asymptotic character, as |z| → ∞, either. The effect of
the dependence of h(t, z) on the variable z is that now the coefficients A±k (z) depend on
the asymptotic variable z. However, they are polynomials in z of degree b kp c (see lemma
− k+1

7.4.2) and
then the only effect is that the asymptotic sequences A k (z)Bρ m
, ηz and
A+
k (z)B
k+1
, ηz
λ+ (Λ+ )m
are no longer Poincaré sequences that decrease monotonically in
−k/m
the form z (as in the classical Laplace’s method), but sequences that decrease in the
form of a sawtooth (see [74] for more details), that is,

k+1 k k+1
−
Ak (z)Bρ , ηz = O z b p c− m as |z| → ∞,
m
and
k + λ+

ηz b kp c− k+λ
+
A+
k (z)B , + m =O z m , as |z| → ∞.
m (Λ )
Example 5. We consider the following integral representation of the parabolic cylinder

function [144, eq. 12.5.1]
z2 ∞
e− 4
Z
u2 1
U (a, z) = ua−1/2 e− 2
−zu
dt, <a > − .
Γ (a + 1/2) 0 2
Assuming that z < 0, we perform the change of variable u 7→ t given by u = −zt. We

get the integral representation
z2 ∞
(−z)a+1/2 e− 4
Z
2 f (t) 1
U (a, z) = ta−1/2 e−z dt, <a > − ,
Γ (a + 1/2) 0 2
2
with f (t) = t2 − t = 12 (t − 1)2 − 21 . The function f (t) has a unique absolute minimum
that occurs at t0 = 1. We split the function f (t) into its asymptotically dominant part
p(t) and a subdominant remainder fm (t). We find p(t) = f (t) = 12 (t − 1)2 − 12 and
fm (t) = 0. Therefore, splitting the integral at the point t0 = 1 we find
z2
(−z)a+1/2 e− 4
U (a, z) = [U1 (a, z) + U2 (a, z)]
Γ (a + 1/2)
with
1 1
z2
Z Z
z2 (t−1)2 z2 2 z2
a−1/2 −z 2 a−1/2 − z2 t2
U1 (a, z) := e 2 t e 2 dt = e 2 (1 − t) e dt = e Ū1 a,
2 ,
0 0 2
and
∞ ∞
z2
Z Z
z2 (t−1)2 z2 2 z2
a−1/2 −z 2 a−1/2 − z2 t2
U2 (a, z) := e 2 t e 2 dt = e 2 (t + 1) e dt = e Ū2
2 a, ,
1 0 2
with Ū1 (a, z) and Ū2 (a, z) defined in examples 3 and 4 respectively. Therefore, a con-
vergent and asymptotic expansion of the parabolic cylinder function U (a, z) for large
negative z follows from expansions (7.31) and (7.41).
Chapter 8
A Systematic “Saddle Point Near
An End Point” Asymptotic Method
In this chapter of the thesis we no longer derive a convergent expansion of a certain

integral transform. Instead, we continue a line of research initiated by the advisors of
this thesis: the systematization of classical asymptotic methods of integrals [68, 74, 75].
In particular, we revisit the “saddle point near an end point” asymptotic method and
we derive a new expansion satisfying the following two properties: (i) the asymptotic
sequence is the same as in the classical method; (ii) the coefficients of the expansions can
be computed systematic and straightforwardly by means of an explicit, closed formula.
The results of the chapter are based on [73].
The “saddle point near an end point” problem consists on finding an asymptotic
expansion of integrals of the form
Z b
F (x; α) = e−xf (t;α) g(t)(t − a)s−1 dt, α ∈ (α1 , α2 ), (8.1)
a
for large x uniformly valid in α. In this formula (a, b) and (α1 , α2 ) are finite or infinite
real intervals, α is a real parameter and f (t) and g(t) are smooth enough functions in
(a, b). We assume that a > −∞ and for the sake of generality, we let an integrable
singularity of the integrand at t = a given by the factor (t − a)s−1 , with s > 0.
For fixed α, the problem of finding an asymptotic expansion of F (x) for large x has
already been discussed in section 2.2.2 of chapter 2: According to Laplace’s method, for
large x, the main contribution of the integrand to the integral (8.1) should come from
the neighborhood of the points of the integration interval [a, b] where the phase function
f (t) attains its absolute minima. Without loss of generality we may assume that f (t)
has only one absolute minimum that occurs at a point t = t0 ∈ [a, b). Thus, in section
2.2.2 we have derived three different expansions (2.18), (2.19) or (2.21) depending on the
location of t0 with respect to the integration interval [a, b): (i), the absolute minimum
of f (t) occurs at the interior point t0 ∈ (a, b), with f 0 (t0 ) = 0 and f 00 (t0 ) > 0; (ii), the
absolute minimum of the phase function f (t) occurs at one of the end integration points,
say t = a, and it is a simple, critical point of f (t); or (iii), the function f (t) is strictly
incresing in [a, b) and therefore attains its absolute minimum at the end point t = a, with
f 0 (a) > 0.
125
126 Chapter 8. A systematic “saddle point near an end point” asymptotic method
The three situations are entirely different and lead to three formally different expan-
sions (2.18), (2.19) or (2.21). This does not generate any problem as far as the absolute
minimum t0 of f (t) is fixed. However, now the phase function f (t; α) is also a function
of a certain parameter α. Imagine that as α crosses a certain critical value α∗ ∈ (α1 , α2 ),
the absolute minimum of f (t) changes of nature from being an interior point to being
the end point t = a (or vice versa). We say that there is “a saddle point near an end
point”. In this case, which approximation (2.18), (2.19) or (2.21) should be used to esti-
mate the asymptotic behavior of F (x; α), for large x? Comparing the three expansions,
we can see that there is a formal discontinuous transition between the approximants of
F (x; α) given by (2.18), (2.19) and (2.21) even when the function F (x; α) is a continuous
function of the parameter α. But moreover, expansions (2.18) and (2.21) are useless
from a numerical point of view when α is close to α∗ because the coefficients hn of those
expansions blow up as α → (α∗ )+ and α → (α∗ )− respectively. We face the problem
of finding an asymptotic expansion valid for any value of the parameter α, that is, of
finding an expansion uniformly valid for α ∈ (α1 , α2 ). This type of approximations have
already been studied in the literature [13, 145, 154] and belong to the class of the so
called uniform asymptotic expansions.1 .
A similar situation occurs in the context of the approximation of contour integrals

F (z) when the contributions of the different saddle points of the phase function to the
asymptotic behavior of F (z) for large x := |z| depend on the argument α := arg z of
the asymptotic variable z. As a consequence the asymptotic expansions for large |z| of
F (z) are different in different sectors for arg z [154, Ch. 2, §4]. In general, the transition
from one sector to a contiguous sector is discontinuous and originates the famous Stokes
phenomenon [135, 136, 137]. This abrupt transition can be smoothed by considering the
error function as basic approximant [7, 8], obtaining in this manner a more sophisticated
asymptotic expansion, but with a smooth behavior of the asymptotic approximation
when the asymptotic variable z crosses the Stokes lines.
In the case of the integral (8.1) the origin of the discontinuous behavior of the asymp-
totic approximations (2.18), (2.19) and (2.21) is different: as the parameter α crosses the
critical value α∗ , the absolute minimum t = t0 (α) of the phase function crosses the end
integration point t = a and is no longer a critical point of f (t). Therefore, when t0 (α) is
inside the integration interval we use the change of variables f (t; α) − f (t0 (α); α) = u2 to
derive the asymptotic expansion (2.18) of F (x; α). On the other hand, when t0 (α) = a
we use another change of variables defined by f (t; α) − f (t0 (α); α) = u to deduce the ex-
pansion (2.21) of F (x; α). In order to obtain an expansion valid for either t0 (α) ∈ (a, b)
or t0 (α) = a we should use a change of variables valid for both situations. Then, we
consider a change of variables t 7→ u that depends on α and that encodes the tran-
sition from one case to the other one. That p is, we consider the change of variables
u2
f (t; α) − f (t0 (α); α) = 2 − cu, with c := ± 2f (a; α) − 2f (t0 (α); α), where the ± sign
is taken accordingly to α > α∗ or α < α∗ [154, Ch. 7, §3]. After some computations, the
1
The concept of uniform expansion here is different from the one introduced in chapter 3 of this thesis.
There, uniform means that the error is bounded by a constant independent of the uniform variable in
a large domain. Here, uniform means that the expansion is valid when another variable (or parameter)
runs in a certain domain.
127
following compound asymptotic expansion can be derived [145, Ch. 22], [154, Ch. 7, §3]
" √ X ∞ 0
√ X ∞
#
Us (c x) an U (c x) b n
F (x; α) ∼ e−xf (a;α) + s(s+1)/2 , x → ∞, (8.2)
xs/2 n=0 xn x n=0
x n
with Ua (z) := Γ(a) exp (z 2 /4) U (a − 1/2, −z), where U (a, z) is a parabolic cylinder func-
tion [144], and an , bn are certain coefficients that may be computed by inverting the
two-point Taylor series at the points t = a and t = t0 (α) of the function u(t) implicitly
2
defined by the change of variables f (t; α) − f (a; α) = u2 − cu. Expansion (8.2) was first
found by Bleistein who introduced an integration by parts method [13] that was later
applied in other scenarios, like for example in the derivation of a uniform asymptotic
expansion for integrals with two coalescing saddle points.
In the standard Laplace’s method, in either case t0 (α) ∈ (a, b) or t0 (α) = a, the
asymptotic sequence is given by elementary functions: they are nothing but inverse
powers of the asymptotic variable x. In contrast, in the uniform method “saddle point
near an end point” the asymptotic sequence is given in terms of a special function: the
parabolic cylinder function. This function encodes the abrupt transition between the two
standard Laplace’s expansions (2.18) and (2.21) as the parameter α crosses the critical
value α∗ , ensuring that expansion (8.2) is valid for any value of α ∈ (α1 , α2 ).
On the other hand, in either of these expansions, the standard Laplace’s expansions
or the uniform asymptotic expansion, the computation of the coefficients hn or (an , bn )
is not straightforward, as it is neccesary to invert the Taylor series of a function defined
implicitly by a certain change of variables. We can not find general analytical formulas for
these coefficients in traditional textbooks about asymptotics [105, 145, 154], but rather
an indication on how to compute the few first. Nevertheless, some more or less explicit
representations of these coefficients can be found in the literature: Perron’s method gives
them in terms of derivatives of an explicit function whereas Wojdylo [152, 153] found
a recurrence formula in terms of partial ordinary Bell polynomials whose complexity
increases with the number of terms considered. On the other hand, based on Cauchy-
type integral representations, in [56] the authors have given a stable and efficient manner
to approximate the coefficients that appear in uniform asymptotic expansions of integrals
and in particular, the coefficients that appear in the “saddle point near an end point”
uniform asymptotic method.
A simplification of the standard method of Laplace (in the non-uniform case) has been
introduced in [74] and summarized in subsection 2.2.3 of this thesis. On the one hand,
the computation of the coefficients in this modified method is simpler and systematic,
given by formula (2.24). On the other hand, the computation of the asymptotic sequence
is as simple as in the standard Laplace’s method. The main idea is to split the phase
function f (t) into its asymptotically dominant monomial f (m) (t0 )/m!(t − t0 )m and a
subdominant remainder fm (t). Moreover, in [68] the same simplifying idea has been
applied to integrals with two asymptotically relevant points: a saddle point and a pole.
By avoiding the change of variables inherent to the classical uniform method “saddle point
near a pole” [145, Ch. 21], [154, Ch. 7, §2], this uniform method has been simplified
providing a simpler uniform asymptotic expansion. On the one hand, the asymptotic
sequence given in [68] is, as in the classical method, written in terms of error functions.
On the other hand, as in the modification of the method of Laplace [subsection 2.2.3],
the coefficients can also be computed by means of an explicit, closed formula.
The aim of this chapter of the thesis is to continue this line of research and derive
a new uniform asymptotic method “saddle point near an end point” whose coefficients
can be computed by means of a closed, explicit formula. Again, the main idea is to
2
avoid the change of variable t 7→ u defined by the relation f (t; α) − f (a; α) = u2 − cu
that characterizes the classical uniform method. Instead, we split the phase function into
its asymptotically dominant part and a subdominant remainder. In the cases analyzed
so far, the standard Laplace’s method [74], the uniform method “saddle point near a
pole” [68] and also in the convergent Laplace’s method [Chapter 7], that asymptotically
dominant part was a monomial of the form f (m) (t0 )/m!(t − t0 )m . However, as we will see
below, the situation in the uniform asymptotic method “saddle point near an end point”
is different, as the asymptotically dominant part is not a monomial, but a polynomial of
the second degree with two non-constant terms. Despite this extra difficulty, we will see
below that the coefficients can be computed straightforwardly by means of a systematic,
explicit formula and, as in the classical method, the asymptotic sequence is again given
in terms of parabolic cylinder functions.
8.1 Preparatory results

We investigate the integral
Z b
F (x; α) := e−xf (t;α) g(t)(t − a)s−1 dt, s > 0, (8.3)
a
where we assume that (a, b) is a real interval that may be finite or infinite, but with
a finite end point, say a ∈ R. We also consider that α ∈ (α1 , α2 ), for a real interval
(α1 , α2 ). We assume that the functions f (t) and g(t) are real valued and, for the sake of
generality, we allow a branch point at the point t = a, the factor (t − a)s−1 with s > 0.
We also consider that the function f (t) possesses a unique absolute minimum t0 in [a, b).
That absolute minimum may be an interior point t0 ∈ (a, b) or an end point t0 = a. But
the location of that absolute minimum may change with the parameter α. Imagine that
t0 is an interior point that, eventually, as α crosses the critical value α∗ ∈ (α1 , α2 ), the
point t0 crosses the end point of the integration domain t = a and therefore the absolute
minimum of f (t) in [a, b) does no longer occur in an interior point but at the end point
t0 = a. We are interested in deriving an asymptotic expansion of F (x; α) for large |x|
(with arg x ∈ (−π/2, π/2)) uniformly valid for α ∈ (α1 , α2 ).
We consider the following hypotheses for the functions f (t) and g(t):
H8.1.(i) The functions f (t; α), f 0 (t; α), f 00 (t; α) and g(t) are continuous real functions
of their variables in their respective domains, where primes denote derivatives
with respect to the variable t.
H8.1.(ii) By subdividing the range of integration in (8.3) and/or reversing the order of
integration if necessary, we may assume, without loss of generality, that the
function f (t; α) has a unique minimum at the point t = t0 (α) in [a, b). We
consider the step function
(
0 if α ≤ α∗ ,
θ(α) := (8.4)
1 if α > α∗ .
8.1 Preparatory results 129
t 0 (α)
a
α
α 1 α ∗ α 2
Figure 8.1: Typical portrait of the minimum t0 (α) of the phase function f (t; α) as a function
of the parameter α. For α < α∗ the absolute minimum of f (t, α) in the integration interval is
located at the end point t = a. As α crosses the critical value α∗ , the absolute minimum of
f (t; α) moves to the interior of the integration interval (a, b) and coincides with its only relative
minimum t¯0 (α).
Then, we assume that t0 (α) is a function of α of the form

(
a if α1 ≤ α ≤ α∗ ,
t0 (α) = a (1 − θ(α)) + t¯0 (α)θ(α) = (8.5)
t¯0 (α) if α∗ ≤ α ≤ α2 .
In this formula, t¯0 (α) denotes the only relative minimum point of f (t; α) in
[a, b) (when it exists) that we assume to be a simple critical point of f (t). That
is, f 0 (t¯0 (α); α) = 0 and f 00 (t¯0 (α); α) > 0. We have that t¯0 (α∗ ) = a and we
assume that t¯0 (α) > a for α > α∗ and that the function t¯0 (α) is a continuous
function of α. Therefore, t0 (α) is also a continuous function of the parameter
α (see figure 8.1).
H8.1.(iii) For α < α∗ the function f (t; α) attains its absolute minimum in [a, b) at the
point t0 (α) = a and f 0 (a; α) > 0. We assume that f 00 (t0 (α); α) = f 00 (a, α) > 0
also for α < α∗ and not only for α ≥ α∗ as specified in hypothesis H8.1.(ii).
H8.1.(iv) Both functions f (t; α) and g(t) have a Taylor expansion at the point t = t0 (α)
with common radius of convergence ρ > 0, and the coefficients f (n) (t0 (α); α)
are continuous functions of α for n = 0, 1, 2, . . ..
H8.1.(v) The integral (8.3) is absolutely convergent for sufficiently large |x|, say <x >
x0 , for some fixed x0 > 0.
In the classical uniform expansion (8.2) the coefficients (an , bn ) are, somehow, the
coefficients of the two-point Taylor expansion at the points u = 0 (the end point) and
s−1
(u − c)/f 0 t(u)

u = c (the saddle point) of the function h(u, α) := g t(u) t(u) − a
in the integrand of (8.3) after the convenient change of variables f (t; α) − f (t0 (α); α) =
u2
2
− cu. They can be computed by reverting the Taylor series of the function u(t) defined
by the change of variables at the points t = a and t = t¯0 (α). Thus, closed, explicit
formulae for those coefficients are not given in traditional text book on asymptotics
[105, 145, 154]. But, in [145, Remark 22.2] it is suggested that, may be, a standard
Taylor expansion at only one point, say u = 0 or u = c, will provide easier formulas
for the coefficients (an , bn ). Motivated by this remark, we re-consider the spliting of
the phase function f (t; α) into an asymptotically dominant Taylor polynomial and a
subdominant remainder (see subsection 2.2.3). But now, there are two asymptotically
relevant points: either t = a if α ≤ α∗ or t = t¯0 (α) if α ≥ α∗ . Then, we consider the
Taylor expansion of the phase function f (t; α) at the moving point t0 (α) defined in (8.5),
that is asymptotically relevant for any value of α. Before we derive our main result we
need some definitions.
Definition. (Asymptotically dominant Taylor polynomial). We consider the second-
order Taylor polynomial of the phase function f (t; α) at the moving point t = t0 (α)
defined in (8.5):
p(t; α) := f (t0 (α); α) + a1 (α) (t − t0 (α)) + a2 (α) (t − t0 (α))2 . (8.6)
From hypotheses H8.1.(ii) and H8.1.(iii) we have that a2 (α) := 12 f 00 (t0 (α); α) > 0,
for all α ∈ (α1 , α2 ). We also have that a1 (α) := f 0 (t0 (α); α) ≥ 0, with a1 (α) = 0, for
α ≥ α∗ .
For the sake of simplicity, in the remaining of the chapter we will omit the dependence
of a1 (α), a2 (α), t0 (α), t¯0 (α) and θ(α) on the parameter α and simply write a1 , a2 , t0 , t¯0
and θ.
Definition. (Asymptotically subdominant remainder). We also consider the remainder
of the asymptotically dominant Taylor polynomial of the phase function
fp (t; α) := f (t; α) − p (t; α) , (8.7)
and we denote by q (q ≥ 3) the order of the next non-vanishing derivative of the phase
function f (t; α) at t = t0 after the second derivative.
Thus, we split the phase function to re-write integral (8.3) in the form
Z b
F (x; α) := e−xp(t;α) h(t, x; α)(t − a)s−1 dt, h(t, x; α) := e−xfp (t;α) g(t). (8.8)
a
On the one hand, the phase function is now simpler as it is just a polynomial p(t; α) of
the second degree. On the other hand, the factor h(t, x; α) also contains the asymptotic
variable x. As we may guess from similar situations [68, 74], [Ch.7 of this thesis] and we
will see below, the dependence on x of the function h(t, x; α) does not spoil the asymptotic
character of the expansion that we are going to derive.
From the definition of the function h(t, x; α) (8.8) and hypothesis H8.1.(iv) we have
that the function h(t, x; α) has a Taylor expansion at t = t0 :
n−1
X
h(t, x; α) = hk (x; α)(t − t0 )k + rn (t, x; α), (8.9)
k=0
valid in a certain disk of center t0 and radius ρ > 0, Dρ (t0 ). In this formula, rn (t, x; α)
is the Taylor remainder of h(t, x; α) at t = t0 and hn (x; α) are the Taylor coefficients.
These coefficients can be computed in the form
n
X
hn (x; α) = Ck (x; α) Bn−k (α), (8.10)
k=0
8.1 Preparatory results 131
where Cn (x; α) and Bn (α) are, respectively, the Taylor coefficients at t = t0 of the
functions e−xfp (t;α) and g(t):
∞
X ∞
X
e−xfp (t;α) = Cn (x; α)(t − t0 )n , g(t) = Bn (α)(t − t0 )n , t ∈ Dρ (t0 ). (8.11)
n=0 n=0
Moreover, the coefficients hn (x; α) can be computed in terms of the Taylor coefficients
at t = t0 of the functions e−xf (t) and g(t). Denote by An (x; α) the Taylor coefficients of
the function e−xf (t;α) at t = t0 :
∞
X
−xf (t;α)
e = An (x; α)(t − t0 )n , t ∈ Dρ (t0 ) (8.12)
n=0
valid in a certain disk centered at t0 of radius ρ, Dρ (t0 ).

Then, we have the following result for the coefficients hn (x; α) (8.9) of the function
h(t, x; α) defined in (8.8).
Lemma 8.1.1. Consider the coefficients a1 and a2 defined in (8.6) and the Taylor coef-
ficients An (x; α) and Bn (α) of the functions e−xf (t;α) and g(t) defined, respectively, in
(8.12) and (8.11).
(i) For n = 0, 1, 2, . . ., the coefficients hn (x; α) of the function h(t, x; α) defined in (8.8)
can be computed by means of the formula
X (a1 x)k (a2 x)j
hn (x; α) = exf (t0 ;α) Ai (x; α)Bl (α)
k+2j+i+l=n
k! j!
n

j

bk/2c
  (8.13)
i k−2i
X X X a a 1
= exf (t0 ;α)   xk−i 2  Aj−k (x; α) Bn−j (α)
j=0 k=0 i=0
i! (k − 2i)!
(ii) The coefficients hn (x; α) can be computed using formula (8.10) and the following
recursive relation for the coefficients Cn (x; α):



 C0 (x; α) = 1,

C (x; α) = C (x; α) = . . . = C (x; α) = 0,
1 2 q−1
n−q (n−k)
(8.14)
 x X Ck (x; α) f (t 0 )
Cn (x; α) = − n , n = q, q + 1, q + 2, . . . ,


(n − k − 1)!

k=0
where q ≥ 3 is given in the definition of asymptotically subdominant remainder

after equation (8.7).
(iii) The coefficients hn (x; α) are polynomials in x of degree bn/qc. Therefore, hn (x; α) =
bn/qc

O x as x → ∞.
Proof. (i) Formula (8.13) follows from the very definition of h(t, x; α) in (8.8), the
definition of the coefficients An (x; α) (8.12) and Bn (α) (8.11), the equality fp (t; α) =
f (t; α) − a1 (t − t0 ) − a2 (t − t0 )2 and the Taylor series of the exponential function:
∞
aj x(t−t0 )j
X (aj x)n
e = (t − t0 )jn , j = 1, 2, t ∈ R.
n=0
n!
(ii) To derive the recurrence relation (8.14) we observe that the function e−xfp (t;α) sat-
isfies the differential equation
d −xfp (t;α)
e = xe−xfp (t;α) [a1 + 2a2 (t − t0 ) − f 0 (t)] .
dt
Introducing in this equation the expansion of e−xfp (t;α) given in (8.11), the Taylor
expansion of f 0 (t) at t = t0 and equating coefficients of equal powers we find the
relation (8.14) by taking into account the definition of a1 , a2 and q.
(iii) The recurrence relation (8.14) shows that the coefficients Cn (x; α) are polynomials
in x of degree bx/qc. Therefore, Cn (x; α) = O xbn/qc as x → ∞. Then, (iii)
follows from (8.10).
Remark 8.1.2. The index q plays the same role as the index p did in the modified Laplace’s
method of subsection 2.2.3 with a slight difference: the index q may depend on the pa-
rameter α. But, for any α ∈ (α1 , α2 ) we have that q ≥ 3 and, as we will see below, this
possible dependence does not have any effect on the asymptotic analysis of F (x; α).
8.2 The systematic method“saddle point near an end point”

In this section we give the main result of this chapter of the thesis: a uniform asymptotic
method “saddle point near an end point” whose coefficients can be computed by means
of an explicit, closed and systematic formula. We have the following theorem.
Z b
F (x; α) = e−xf (t;α) g(t)(t − a)s−1 , s>0 (8.15)
a
introduced in (8.3) with the notation introduced in the previous section. Assume also that
hypotheses H8.1.(i)-H8.1.(v) hold. Then, for n = 1, 2, 3, . . . ,
n−1
!
X
F (x; α) = e−xf (t0 ;α) hk (x; α)Φk (x; α, s) + Rn (x; α) , (8.16)
k=0
where the coefficients hk (x; α) are given in lemma 8.1.1 and can be explicitly computed in
terms of the Taylor coefficients of e−xf (t;α) and g(t) at t = t0 . The asymptotic sequence
Φk (x; α, s) can be obtained from the following recurrence relation
a1 +2a2 (a−t0 ) √
n h io
a21

Φ0 (x; α, s) := Γ(s) s exp x2 a1 (t0 − a) − a2 (t0 − a)2 + 4a U s − 1/2, √
2a2
x ,
(2a2 x)
2 2
Φk+1 (x; α, s) = Φk (x; α, s + 1) + (a − t0 )Φk (x; α, s), k = 0, 1, 2, . . .


(8.17)
where U (s, x) is a parabolic cylinder function [144, eq. 12.5.1]. An explicit formula for
Φk (x; α, s) is the following:
k
X k
Φk (x; α, s) = (a − t0 )k−j Φ0 (x; α, s + j) . (8.18)
j=0
j
8.2 The systematic method “saddle point near an end point” 133
Furthermore, we have, for fixed α, the following asymptotic results as x → ∞,


bk/qc−(k+s)
for α < α∗ ,

O x

hk (x; α)Φk (x; α, s) = O xbk/qc−(k+s)/2 for α = α∗ ,

(8.19)

O xbk/qc−(k+1)/2 for α > α∗ .

The remainder Rn (x; α) in (8.16) satisfies, for any fixed α ∈ (α1 , α2 ), as |x| → ∞,
Rn (x; α) = O (hn (x; α)Φn (x; α, s)) . (8.20)
Therefore, expansion (8.16) is an asymptotic expansion of F (x; α) as |x| → ∞ uniformly

valid for α ∈ (α1 , α2 ):
∞
!
X
F (x; α) ∼ e−xf (t0 ;α) hk (x; α)Φk (x; α, s) , as |x| → ∞. (8.21)
k=0
Proof. We split the phase function f (t; α) in the integral F (x; α) (8.15) in the form (8.8).
We find Z b
2
F (x, α) = e−xf (t0 ;α) e−a1 x(t−t0 )−a2 x(t−t0 ) h(t, x; α)(t − a)s−1 dt. (8.22)
a
We replace expansion (8.9) for the function h(t, x; α) at t = t0 into (8.22) and interchange
summation and integration to find
" n−1 #
X
F (x; α) = e−xf (t0 ;α) hk (x; α)Φ̃k (x; α, s) + Rn (x; α) , (8.23)
k=0
where the coefficients hk (x, α) are the Taylor coefficients of the function h(t, x; α) at
t = t0 that are given in lemma 8.1.1, and
Z b
2
Φ̃k (x; α, s) := e−a1 x(t−t0 )−a2 x(t−t0 ) (t − t0 )k (t − a)s−1 dt, k = 0, 1, 2, . . . , (8.24)
a
Z b
2
Rn (x; α) := e−a1 x(t−t0 )−a2 x(t−t0 ) (t − a)s−1 rn (t, x; α)dt, (8.25)
a
being rn (t, x; α) the remainder of the Taylor expansion (8.9) of h(t, x; α) at t = t0 .

On the one hand, we have
Z b−a
2
Φ̃k (x; α, s) = e−a1 x(t+a−t0 )−a2 x(t+a−t0 ) (t + a − t0 )k ts−1 dt
Z0 ∞
2 2
= e−a1 x(t+a−t0 )−a2 x(t+a−t0 ) (t + a − t0 )k ts−1 dt + O e−a1 x(b−t0 )−a2 x(b−t0 ) ,
0
(8.26)
Thus, we define
Z ∞
2
Φk (x; α, s) := e−a1 x(t+a−t0 )−a2 x(t+a−t0 ) (t + a − t0 )k ts−1 dt, k = 0, 1, 2, . . . , (8.27)
0
and (8.16) follows from (8.23) except for exponentially small terms.
Now, the first line of formula (8.17) follows directly from (8.27) by using the integral
representation of the parabolic cylinder function [144, eq. 12.5.1]. The second formula
of the recurrence relation (8.17) comes from (8.27) by replacing k by k + 1 and splitting
the factor (t + a − t0 )k+1 = (t + a − t0 )k (t + (a − t0 )). Finally, the explicit formula (8.18)
follows by considering the binomial expansion of the term (t + a − t0 )k in (8.27).
The asymptotic behavior of Φk (x; α, s) follows either by an application of the classi-
cal Laplace’s method to the integral (8.27) or by using the asymptotic behavior of the
parabolic cylinder function for large argument [145, Ch. 11, §§11.2 and 11.3] in the for-
mula (8.18) and some computations, in the different three cases: (i) α < α∗ and then
t0 = a and a1 > 0, (ii) α = α∗ and then t0 = a and a1 = 0, and (iii) α > α∗ and then
t0 > a and a1 = 0. Using either method, we get Φk (x; α, s) = O x−σ(k) for x → ∞,
with σ(k) = (k + s) in case (i), σ(k) = (k + s)/2 in case (ii), and σ(k) = (k + 1)/2 in
case (iii). In addition, we know from lemma 8.1.1(iii) that the coefficients hk (x; α) are
polynomials in x of degree bk/qc. Therefore, the sequence hk (x; α)Φk (x; α, s) constitutes
an asymptotic sequence, as x → ∞, and its behavior is the specified in (8.19).
It remains to prove that the remainder Rn (x; α) satisfies the asymptotic property
(8.20). The proof of this fact is a bit long and tedious, and resembles the proof of the
asymptotic character of expansion (7.47) in the asymptotic and convergent Laplace’s
method developed in chapter 7.
We split the integral F (x; α) in the form
F (x; α) = e−xf (t0 ;α) [F0 (x; α) + F1 (x; α) + F2 (x; α)] , (8.28)
with Z t0 −θ|x−1/q |
F1 (x; α) := ex[f (t0 ;α)−f (t;α)] g(t)(t − a)s−1 dt, (8.29)
a
Z b
F2 (x; α) := ex[f (t0 ;α)−f (t;α)] g(t)(t − a)s−1 dt, (8.30)
t0 +|x−1/q |
and
Z t0 +|x−1/q |
F0 (x; α) := ex[f (t0 ;α)−f (t;α)] g(t)(t − a)s−1 dt
t0 −θ|x−1/q |
(8.31)
Z t0 +|x−1/q |
)2
= e−a1 x(t−t0 )−a2 x(t−t0 h(t, x; α)(t − a)s−1 dt,
t0 −θ|x−1/q |
where θ = θ(α) is the step function defined in (8.4). We note that if α ≤ α∗ we have
θ = 0 and t0 = a. Therefore, if α ≤ α∗ , F1 (x; α) = 0.
We replace the expansion (8.9) of h(t, x; α) at t = t0 in the integral F0 (x; α) and
interchange summation and integration. We find
n−1
X
F0 (x; α) = hk (x; α)Φ0k (x; α) + Rn0 (x; α), (8.32)
k=0
where we have defined

Z t0 +|x−1/q |
2
Φ0k (x; α) := e−a1 x(t−t0 )−a2 x(t−t0 ) (t − t0 )k (t − a)s−1 dt, (8.33)
t0 −θ|x−1/q |
and Z t0 +|x−1/q |
2
Rn0 (x; α) := e−a1 x(t−t0 )−a2 x(t−t0 ) (t − a)s−1 rn (t, x; α)dt. (8.34)
t0 −θ|x−1/q |
Thus, from (8.28), (8.16) and (8.32) we find

n−1
X
Rn (x; α) = F1 (x; α) + F2 (x; α) + F0 (x; α) − hk (x; α)Φk (x; α, s)
k=0
(8.35)
= F1 (x; α) + F2 (x; α) + Ψn (x; α, s) + Rn0 (x; α),
with the obvious definition

n−1
X
hk (x; α) Φ0k (x; α, s) − Φk (x; α, s) .

Ψn (x; α, s) := (8.36)
k=0
In the remaining of the proof we show that Rn0 (x; α) is of the order indicated in the
right hand side of (8.20) and that F1 (x; α), F2 (x; α) and Ψn (x; α, s) are exponentially
small compared with Rn0 (x; α), as |x| → ∞. Therefore, from (8.35) we will conclude the
asymptotic behavior (8.20) for Rn (x; α), as x → ∞.
F1 (x; α): We only study the case α ≥ α∗ as F1 (x; α) = 0 otherwise. In this case
a1 = 0 and
f (t; α) − f (t0 ; α) = a2 (t − t0 )2 + O ((t − t0 )q ) , as t → t0 .
Then, there exists Λ1 > 0 independent of t and x such that

a2
f (t; α) − f (t0 ; α) ≥ (t − t0 )2 , ∀t ∈ (t0 − θΛ1 , t0 − θ|x−1/q |).
2
Moreover, since t0 is the unique absolute minimum of f (t, α) in [a, b), there exists
ε1 > 0 independent of x such that
f (t; α) ≥ f (t0 ; α) + ε1 , ∀t ∈ (a, t0 − θΛ1 ).
Then,
|F1 (x; α)| ≤

Z t0 −θΛ1 Z t0 −θ|x−1/q |
<x[f (t0 ;α)−f (t;α)] s−1 <x[f (t0 ;α)−f (t;α)]
e g(t)(t − a) dt + e g(t)(t − a)s−1 dt
a t0 −θΛ1
Z t0 −θΛ1 Z t0 −θ|x−1/q |
−ε1 <x 2 a /2
≤ e |g(t)| (t − a) s−1
dt + e−<x(t−t0 ) 2
|g(t)| (t − a)s−1 dt
a t0 −θΛ1
a2 −2/q
−ε1 <x − |x |<x
≤ C1 e + C2 e 2 ,
with C1 and C2 positive constants independent of |x|. In the last inequality above
we have used that g(t) is continuous in (a, t0 ), that its absolute value is bounded
and also that (t − a)s−1 is integrable. Therefore,

a 1− 2
−ε1 x − 22 x q
F1 (x; α) = O e +e , as |x| → ∞. (8.37)
F2 (x; α). A similar analysis (with a1 ≥ 0) shows that we can find two numbers
Λ2 > 0 and ε2 > 0 independent of x such that

a 1− 1 a 1− 2
−ε2 x − 21 x q − 22 x q
F2 (x; α) = O e +e , as |x| → ∞. (8.38)
Ψn (x; α). We have that
Φk (x; α) − Φ0k (x; α)

Z t0 −a−θ|x−1/q |
2
= e−a1 x(t+a−t0 )−a2 x(t+a−t0 ) (t + a − t0 )k ts−1 dt
Z 0∞
2
+ e−a1 x(t+a−t0 )−a2 x(t+a−t0 ) (t + a − t0 )k ts−1 dt
t0 −a+|x−1/q |

1− 2 1− 1 1− 2
−a2 x q −a1 x q −a2 x q
=O e +O e , as |x| → ∞,
with a2 > 0 and a1 > 0 for α > α∗ and a1 = 0 for α ≤ α∗ . Therefore, for each
k ∈ N we have that

1− 1 1− 2
0 −a1 x q −a2 x q
Φk (x; α) − Φk (x; α) = O e , as |x| → ∞,
and, as hk (x; α) are polynomials in x of degree bk/qc (see lemma 8.1.1) we conclude
that
1− 2
q
Ψn (x; α) = O e−a2 x , as |x| → ∞, (8.39)
Rn0 (x; α). If |x| is large enough, the integration interval I := (t0 − θ|x−1/q |, t0 +
|x−1/q |) in the definition (8.34) of Rn0 (x; α) is contained in the disk of convergence
of the Taylor series of h(t, x; α) at t = t0 . In that case, the remainder rn (t, x; α)
admits the Cauchy’s integral representation
(t − t0 )n
I
h(w, x; α)dw
rn (t, x; α) = n
,
2πi C (w − t0 ) (w − t)
where the integration path C is any simple closed contour around the point w = t0
that contains the point w = t0 and w = t, for all t ∈ I, oriented in the positive
direction. We choose C to be the circle of center t0 and radius 2|x−1/q |. Then, for
any w ∈ C, |w − t0 | = 2|x−1/q | and |w − t| ≥ |x−1/q |, for all t ∈ I. Moreover, we
have that
q ˜
h(w, x; α) = e[f (w;α)−p(w;α)] g(w) = e−x(w−t0 ) f (w;α) g(w),
for a certain function f˜(w; α) analytic in a disk of center t0 that contains the path
C. Thus, for all w ∈ C
q |f˜(w;α)| qM
|h(w, x; α)| ≤ e−|x||w−t0 | |g(w)| ≤ e−2 1
M2 ≤ M3 ,
for certain positive constants M1 , M2 and M3 independent of w and x. We highlight

the choice of the path C to cancel out the parameter x of the exponent above. It
follows that
|rn (t, x; α)| ≤ Kn |t − t0 |n |xn/q |, ∀t ∈ I, (8.40)
with Kn := M3 /(2n−1 ) > 0 independent of x and t.

Then
Z t0 +|x−1/q |
e−<x[a1 (t−t0 )+a2 (t−t0 ) ] |t − t0 |n (t − a)s−1 dt. (8.41)
2
|Rn0 (x; α)| ≤ Kn |xn/q
|
t0 −θ|x−1/q |
With the aim to further analyze this remainder, we distinguish the three different
cases α < α∗ , α = α∗ and α > α∗ .
– Case 1: α < α∗ . We have θ = 0 and t0 = a. Then, from (8.41)
Z a+|x−1/q |
e−<x[a1 (t−a)+a2 (t−a) ] (t − a)n+s−1 dt
2
0 n/q
|Rn (x; α)| ≤ Kn |x |
a
Z |x−1/q |
e−<x[a1 t+a2 t ] tn+s−1 dt
2
n/q
= Kn |x |
Z0 ∞
e−<x[a1 t+a2 t ] tn+s−1 dt = Kn |xn/q |Φn (<x, s; α),
2
≤ Kn |xn/q |
0
which follows from the definition of Φn (x, s; α) in (8.27) in the particular case
t0 = a. Taking into account the asymptotic behavior of Φn (x, s; α) shown
above, we find
Rn0 (x; α) = O xn/q−(n+s) ,

as |x| → ∞. (8.42)
– Case 2: α = α∗ . In this case θ = 0, t0 = a and a1 = 0. Then, from (8.41)

Z a+|x−1/q |
2
0 n/q
|Rn (x; α)| ≤ Kn |x | e−a2 <x(t−a) (t − a)n+s−1 dt
a
Z |x−1/q |
2
= Kn |x n/q
| e−a2 <xt tn+s−1 dt
Z0 ∞
2
≤ Kn |xn/q | e−a2 <xt tn+s−1 dt = Kn |xn/q |Φn (<x, s; α),
0
From the asymptotic behavior of the function Φn (x, s; α), we obtain

Rn0 (x; α) = O xn/q−(n+s)/2 ,

as |x| → ∞. (8.43)
– Case 3: α > α∗ . Then, θ = 1, t0 = t¯0 ∈ (a, b) and a1 = 0. From (8.41)

Z t0 +|x−1/q |
2
0 n/q
|Rn (x; α)| ≤ Kn |x | e−<x a2 (t−t0 ) |t − t0 |n (t − a)s−1 dt.
t0 −|x−1/q |
We further split the integral at t = t0 and write

|Rn0 (x; α)| ≤ Kn |xn/q | [H1 (x; α) + H2 (x; α)] , (8.44)
where
Z t0
2
H1 (x; α) := e−a2 <x(t−t0 ) (t0 − t)n (t − a)s−1 dt
t0 −|x−1/q |
Z |x−1/q |
2
= e−a2 <xt tn (t0 − a + t)s−1 dt,
0
and
Z t0 +|x−1/q |
2
H2 (x; α) := e−a2 <x(t−t0 ) (t − t0 )n (t − a)s−1 dt
t0
Z |x−1/q |
2
= e−a2 <xt tn (t + t0 − a)s−1 dt,
0
Now, we have
(t0 − a ± t)s−1 ∼ (t0 − a)s−1 , as t → 0+ ,
in other words, as t0 > a, the factor (t0 − a ± t)s−1 does not have any influence
on the asymptotic analysis of the integrals H1 (x; α) and H2 (x; α). Then, a
direct application of Laplace method gives
Z |x−1/q | Z ∞
−a2 <xt2 n 2
Hk (x; α) ∼ (t0 − a) s−1
e t dt ≤ (t0 − a) s−1
e−a2 <xt tn dt
0 0
n+1
s−1

(t0 − a) Γ 2
= n+1 n+1
,
2a2 2
(<x) 2
valid for k = 1, 2 as |x| → ∞. Consequently, (8.44) yields
Rn0 (x; α) = O xn/q−(n+1)/2 ,

as |x| → ∞. (8.45)
If we compare the asymptotic behavior of F1 (x; α) (8.37), F2 (x; α) (8.38), and

Ψn (x; α) (8.39) with the asymptotic behavior of Rn0 (x; α) (8.42), (8.43) and (8.45),
it turns out that the former are exponentially small compared to the latter, as
|x| → ∞. Then, (8.20) follows from equality (8.28).
Remark 8.2.2. From hypothesis H8.1.(ii), t0 (α) is a continuous function of α and, as

the parabolic cylinder function U (a, x) is a continuous function of its arguments, from
(8.18) and the first line of (8.17) the functions Φn (x; α, s) are also continuous functions
of α, for α ∈ (α1 , α2 ). Moreover, the coefficients Bn (α) defined in (8.11) are continuous
functions of α because t0 (α) is a continuous function of α. From hypothesis H8.1.(iv),
the coefficients An (x; α) and Cn (x; α) are also continuous functions of α and so are the
coefficients hn (x; α). Consequently, the partial sums in the right hand side of (8.16) are
continuous functions of α, for all α ∈ (α1 , α2 ). Although the asymptotic behavior of
Φn (x; α, s) changes as α crosses the critical value α∗ , the transition from one to other
asymptotic behavior is not abrupt, but continuous and encoded in the parabolic cylinder
functions that define the asymptotic sequence Φn (x; α, s).
Remark 8.2.3. The right hand side of (8.16) is not a genuine Poincaré type asymptotic
expansion of the function F (x; α), as the asymptotic sequence is not of the form x−n .
The asymptotic behavior of the terms in the expansion do not decrease monotonically
with the order n of the approximation, but in the form of a sawtooth.
8.3 Examples 139
8.3 Examples
In this section we consider the hypergeometric confluent functions M (c, d, x) and U (c, d, x)
[103] for large d and x, and of the same order, that is, we consider the functions
M (c, x/α + c + 1, x) and U (c, αx + c + 1, x) for large x and fixed α and c. In [67]
the authors have found three different non-uniform expansions for those functions and
large x, according to whether α > 1, α = 1 or α < 1, with explicit formulas for the
coefficients. On the other hand, in [139] the author has obtained uniform asymptotic
expansions for M (c, d, x) and U (c, d, x) for large d and x, in terms of parabolic cylinder
functions, by applying the classical method due to Bleistein, but this method does not
offer an explicit general formula for the coefficients of the expansion. Then, we are going
to apply theorem 8.2.1 to derive new uniform asymptotic expansions of the functions
M (c, x/α + c + 1, x) and U (c, αx + c + 1, x) for large x and fixed c, uniformly valid for
α ∈ (0, ∞), with explicit formulas for the coefficients.
8.3.1 The confluent hypergeometric function U (c, d, x) for large d and

x
We consider the confluent hypergeometric function U (c, d, x) [103, eq. 13.4.4]
Z ∞
1
U (c, d, x) = e−xt tc−1 (1 + t)d−c−1 dt, <x, <c > 0,
Γ(c) 0
for large |d| and |x| and of the same order. More precisely, we take d = αx + c + 1 with
fixed α ∈ (0, ∞), independent of x. Then,
Z ∞ Z ∞
1 −xt c−1 1
U (c, αx + c + 1, x) = e t αx
(1 + t) dt = e−x[t−α log(t+1)] tc−1 dt,
Γ(c) 0 Γ(c) 0
is of the form (8.15) with f (t; α) = t − α log(t + 1), g(t) = 1, s = c, a = 0 and

b = +∞. Therefore, the phase function f (t, α) has a unique critical point at the point
t = t¯0 (α) = α − 1. This point is inside the integration interval (0, ∞) for α > α∗ = 1
and it is outside the interval if α < 1. Then, for α < 1 the absolute minimum of f (t; α)
is attained at the left end point of the integration interval t = 0. Following the notation
of the previous section, we have
(
0, if α ≤ 1,
t0 (α) =
t¯0 (α) = α − 1, if α ≥ 1,
( (
0, if α ≤ 1, 1 − α, if α ≤ 1,
f (t0 ; α) = a1 =
α − 1 − α log α, if α ≥ 1, 0, if α ≥ 1,
( (
α
, if α ≤ 1, −2α, if α ≤ 1,
a2 = 2
1
f (3) (t0 ; α) = −2
2α
, if α ≥ 1, α2
, if α ≥ 1.
In particular, the third derivative of f (t, α) at t = t0 does not vanish for any value of
α ∈ (0, ∞) and therefore q = 3. Moreover, hypotheses H8.1.(i)-H8.1.(v) are satisfied and
|x| α = 0.5 α = 0.999 α=1 α = 1.001 α=2

10 9.91163 · 10−3 1.50196 · 10−2 1.51878 · 10−2 1.51406 · 10−2 7.92813 · 10−2
50 3.78331 · 10−4 3.35825 · 10−3 3.44214 · 10−3 3.41987 · 10−3 9.57528 · 10−4
125 3.4385 · 10−5 1.37483 · 10−3 1.4295 · 10−3 1.41525 · 10−3 3.27337 · 10−4
500 6.42147 · 10−7 3.41359 · 10−4 3.69141 · 10−4 3.61993 · 10−4 8.29282 · 10−5
Table 8.1: Absolute value of the relative errors in the approximation of U (c, α x + c + 1, x)
for c = 1.3, arg x = π/3 with increasing |x| and several values of α obtained by truncating the
right hand side of (8.46) after 4 terms.
we can apply theorem 8.2.1 to find the expansion

∞
a1 t0 a2 t20 a21
X
U (c, αx + c + 1, x) ∼ exp x − + − f (t0 ; α) hn (x; α)×
2 2 8a2 n=0
n (8.46)
n−k
1 a1 − 2a2 t0 √

X n (c)k (−t0 )
× k+c U k+c− , √ x .
k=0
k (2a 2 x) 2 2 2a2
Furthermore, the coefficients hn (x; α) may be computed by means of

 
n bk/2c j k−2j
X X a a1
hn (x; α) =  xk−j 2  An−k (x; α),
k=0 j=0
j! (k − 2j)!
with
n
(−1)n n X n (−αx)k
An (x; α) = x k
,
n! k=0
k [(1 + t0 )x]
which follows from lemma 8.1.1(i). On the other hand, they can also be computed
recursively in the form

h (x; α) = 1, h1 (x; α) = 0, h2 (x; α) = 0,
 0


n−3
αx X (−1)n−k+1
 hn (x; α) = hk (x; α) , for n ≥ 3.
(1 + t )n−k

 n k=0
0
which follows from lemma 8.1.1(ii).

In Tables 8.1, 8.2 and 8.3 the relative error of the first n terms of the right hand side
of (8.46) are shown, for several orders of approximation n and different values of x and
α. The asymptotic features of the expansion as well as its uniform validity as α crosses
the critical value α∗ = 1 are exhibited.
8.3.2 The confluent hypergeometric function M (c, d, x) for large d and

x
We consider the confluent hypergeometric function M (c, d, x) [103, eq. 13.4.1]
Z 1
Γ(d)
M (c, d, x) = ext tc−1 (1 − t)d−c−1 dt, <d > <c > 0,
Γ(c)Γ(d − c) 0
8.3 Examples 141
|x| α = 0.5 α = 0.999 α=1 α = 1.001 α=2

10 7.37175 · 10−3 3.13925 · 10−2 3.13836 · 10−2 3.13035 · 10−2 7.20888 · 10−3
50 4.83724 · 10−5 5.18706 · 10−3 5.20778 · 10−3 5.1777 · 10−3 1.7074 · 10−4
125 1.09292 · 10−6 1.54702 · 10−3 1.56002 · 10−3 1.54608 · 10−3 2.57828 · 10−5
500 1.70064 · 10−9 2.19347 · 10−4 2.23829 · 10−4 2.1996 · 10−4 1.58766 · 10−6
Table 8.2: Absolute value of the relative errors in the approximation of U (c, α x + c + 1, x) for
c = 1.7, arg x = −π/4 with increasing |x| and several values of α obtained by truncating the
x α = 0.5 α = 0.999 α=1 α = 1.001 α=2

50 4.47618 · 10−6 1.14525 · 10−2 1.16025 · 10−2 1.15118 · 10−2 6.27377 · 10−4
125 1.51468 · 10−8 1.88652 · 10−3 1.92964 · 10−3 1.90678 · 10−3 9.16883 · 10−5
300 3.22221 · 10−11 3.19066 · 10−4 3.31144 · 10−4 3.25267 · 10−4 1.53032 · 10−5
2000 2.11941 · 10−16 6.39149 · 10−6 7.08214 · 10−6 6.77489 · 10−6 3.34849 · 10−7
Table 8.3: Absolute value of the relative errors in the approximation of U (c, α x + c + 1, x) for
c = 2.1, x real and positive and several values of α obtained by truncating the right hand side
of (8.46) after 11 terms.
x
for large |d| and |x| and of the same order. More precisely, we take d = α
+ c + 1, with
α ∈ (0, ∞) fixed, independent of x. Then
Γ( αx + c + 1) 1 c−1 −x[−t− 1 log(1−t)]

x Z
M c, + c + 1, x = t e α dt,
α Γ(c)Γ( αx + 1) 0
is of the form (8.15) with f (t; α) = −t − α1 log(1 − t), g(t) = 1, s = c, a = 0 and b = 1.

The phase function f (t; α) has a unique critical point that occurs at t = t¯0 (α) = α − 1,
which is a relative minimum. For α > 1 = α∗ the critical point is inside the integration
interval, that is, t¯0 (α) ∈ (0, 1) for α > 1. On the other hand, for α < 1, the function
f (t; α) is monotonically increasing in the whole integration interval (0, 1) and the absolute
minimum of f (t; α) occurs at the left end point of the integration interval t = 0. Following
the notation of the previous section, we have
(
0, if α ≤ 1,
t0 (α) =
t¯0 (α) = 1 − α , if α ≥ 1,
1
( (
1
0, if α ≤ 1, α
− 1, if α ≤ 1,
f (t0 ; α) = 1−α+log α a1 =
α
, if α ≥ 1, 0, if α ≥ 1,
( (
1 2
if α ≤ 1,
, if α ≤ 1,
,
a2 = 2α
f (3) (t0 ; α) = α
2α, if α ≥ 1, 2α2 , if α ≥ 1.
In particular, the third derivative of f (t, α) at t = t0 does not vanish for any value of
α ∈ (0, ∞) and therefore q = 3. Moreover, hypotheses H8.1.(i)-H8.1.(v) are satisfied and
|x| α = 0.5 α = 0.999 α=1 α = 1.001 α=2

10 4.72393 · 10−3 6.67767 · 10−2 6.74219 · 10−2 6.72191 · 10−2 2.32909 · 10−2
50 1.8438 · 10−4 1.11182 · 10−2 1.13492 · 10−2 1.12687 · 10−2 3.09317 · 10−3
125 1.73515 · 10−5 4.17696 · 10−3 4.31349 · 10−3 4.26452 · 10−3 1.29576 · 10−3
500 3.39302 · 10−7 9.68183 · 10−4 1.03212 · 10−3 1.00861 · 10−3 3.31046 · 10−4
Table 8.4: Absolute value of the relative errors in the approximation of M (c, x/α + c + 1, x)
for c = 1.8, arg x = π/6 with increasing |x| and several values of α obtained by truncating the
we can apply theorem 8.2.1 to find the expansion

x
a1 t0 a2 t20 a21

x Γ( α + c + 1)
M c, + c + 1, x ∼ exp x − + − f (t0 ; α) ×
α 2 2 8a2 Γ( αx + 1)
∞ n
n (c)k (−t0 )n−k 1 a1 − 2a2 t0 √
X X
× hn (x; α) k+c U k+c− , √ x ,
n=0 k=0
k (2a 2 x) 2 2 2a2
(8.47)
where (c)k denotes the Pochhammer’s symbol [4, §5.2(iii)]. Furthermore, the coefficients
hn (x; α) may be computed by means of
 
n bk/2c j k−2j
X X a a1
hn (x; α) =  xk−j 2  An−k (x; α),
k=0 j=0
j! (k − 2j)!
with n
xn X n ( −x
α k
)
An (x; α) = ,
n! k=0 k [(t0 − 1)x]k
which follows from lemma 8.1.1(i). On the other hand, they can also be computed
recursively in the form

h (x; α) = 1, h1 (x; α) = 0, h2 (x; α) = 0,
 0


n−3
−x X hk (x; α)
hn (x; α) = αn
 , for n ≥ 3.
(1 − t )n−k

0
k=0
which follows from lemma 8.1.1(ii). Finally, tables 8.4, 8.5 and 8.6 contain some numerical
experiments about the accuracy of the expansion on the right hand side of (8.47) for
several values of the asymptotic variable x and the uniform parameter α.
8.3 Examples 143
|x| α = 0.5 α = 0.999 α=1 α = 1.001 α=2

10 2.30956 · 10−3 1.78422 · 10−1 1.79622 · 10−1 1.79362 · 10−1 1.90181 · 10−1
50 6.952 · 10−6 1.05984 · 10−2 1.07168 · 10−2 1.06675 · 10−2 6.89637 · 10−3
125 1.29727 · 10−7 2.33898 · 10−3 2.37607 · 10−3 2.3575 · 10−3 1.09354 · 10−3
500 1.81357 · 10−10 2.56346 · 10−4 2.63712 · 10−4 2.5939 · 10−4 6.81279 · 10−5
for c = 1.6, arg x = −π/5 with increasing |x| and several values of α obtained by truncating
the right hand side of (8.47) after 7 terms.
x α = 0.5 α = 0.999 α=1 α = 1.001 α=2

50 1.0563 · 10−7 1.04366 · 10−3 1.08498 · 10−3 1.06838 · 10−3 2.5643 · 10−3
125 2.16124 · 10−10 9.03597 · 10−4 9.34321 · 10−4 9.24176 · 10−4 6.552 · 10−4
500 1.04613 · 10−12 8.25788 · 10−5 8.75967 · 10−5 8.57636 · 10−5 7.43843 · 10−5
1800 2.07736 · 10−16 6.79056 · 10−6 7.5558 · 10−6 7.25678 · 10−6 6.89563 · 10−6
for c = 2.1, x real and positive and several values of α obtained by truncating the right hand
side of (8.47) after 11 terms.
Chapter 9
Conclusions and Future Work
This thesis presents new ingredients in the analytical approximation of integral transforms
and, in particular, of special functions having an integral representation. In particular, we
seek new methods to derive approximations in the form of a series of integral transforms
satisfying the following three properties:
(a) The expansions are convergent.
(b) The expansions are given in terms of elementary functions whose coefficients can be
straightforwardly computed by means of a simple, closed and systematic formula.
(c) The expansions are valid in a large (possibly unbounded) region D of the complex
plane that contains small values of the selected variable or a selected point, say z = 0.
The main conclusions of the work are given in the next section 9.1. The chapter ends
with section 9.2 that exhibits some possible future work related with the research of this
thesis.
9.1 Conclusions
In CHAPTER 3, under some mild conditions on the functions h(t, z) and g(t), we have
designed Ra general method of constructing new expansions of the parametric integral
1
F (z) = 0 h(t, z)g(t)dt satisfying properties (a), (b) and (c) above. In contrast, the
classical Taylor or asymptotic expansions are only valid for, respectively, small or large
values of |z|. Therefore, the uniform approximation proposed in this chapter provides
smaller errors in any Lp (D) norm than the Taylor or asymptotic approximations when
the domain D is large enough1 .
The convergence of the uniform approximations can be either of exponential or power
type, depending on whether the end points t = 0 and t = 1 of the integration interval
are regular points of g(t) or not. More precisely, let Rn (z) denote the remainder of the
uniform approximation when it is truncated after n terms. We have that Rn (z) = O(a−n ),
for some a > 1 if the integration interval [0, 1] is completely contained in the region of
convergence Dr of the (multi-point) Taylor expansion of g(t). On the other hand, if
(0, 1) ⊂ Dr but [0, 1] ( Dr , that is, t = 0 and/or t = 1 are singular points of g(t), the
1
We only consider those values of p for which the Lp (D) norm is finite.
145
146 Chapter 9. Conclusions and future work
remainder satisfies Rn (z) = O(n−δ ), for some δ > 0 that is related with the behavior of
the function g(t)h(t, z) at the end points t = 0 and/or t = 1.
In the worst scenario, when one or both end points of the integration interval are
singular points of g(t) the speed of convergence of the uniform expansions is not impres-
sive. Still, they are a nice numerical tool for the evaluation of integral transforms F (z)
or special functions admitting such an integral representation. Indeed, in CHAPTER 4
we have applied the theory introduced in the previous chapter to many special functions
of the mathematical physics. These examples illustrate the applicability of the theory of
uniform approximations. In particular, we have derived new convergent expansions of the
following special functions: the Struve function Hν (z); the Bessel function of the first kind
Jν (z); the incomplete gamma functions γ(a, z) and Γ(a, z); the confluent hypergeometric
M (a, b, z) and U (a, b, z) functions; the exponential integral E1 (z); the symmetric ellip-
tic integrals RF (x, y, z) and RD (x, y, z); the Gauss hypergeometric function 2 F1 (a, b, c; z)
and the incomplete beta function Bz (a, b).
In the general theory of chapter 3 we have considered the possibility of expanding the
function g(t) at multiple points. This may be necessary from a theoretical point of view
to assure that the domain of convergence of the Taylor series contains the integration
interval. However, in all the derived uniform expansions of chapter 4 the use of one-
point Taylor series was enough to satisfy this requirement. Therefore, for simplicity, we
have taken only one base point. In this manner we have derived expansions given in
terms of elementary functions and that hold in unbounded regions of the complex plane
that contain small values of |z|. In the examples analyzed in chapter 4 such regions are
horizontal strips, half-planes, or a region S(θ) that depends on a certain angle θ ∈ [π/2, π)
that, in the limit case θ → π, becomes the cutted complex plane C \ (−∞, −1].
We have compared the uniform expansions with the classical expansions derived from
Taylor series or asymptotic expansions by means of numerical tables 4.1-4.10 and figures
4.1-4.7, 4.9-4.11. In general, the numerical results show that the use of Taylor power series
is recommended over the uniform approximation when we want to obtain an approxima-
tion valid only for small values of the variable. Similarly, asymptotic expansions should
be used if an approximation only for large values of the variables is needed. However,
there exists a certain intermediate region where the uniform approximation performs
better than both, Taylor series and asymptotic expansions. But, moreover, uniform ex-
pansions provide approximations that are globally more satisfactory. Therefore, uniform
approximations are recommended when we are working with the function F (z) in a large
region of the complex plane that contains both, small and large values of the variable |z|.
For example, in spectral problems of atomic models in quantum mechanics, the com-
putation of the spectrum requires the knowledge of the analytic behavior of the eigen-
functions for both, large and small values of the radius. In this problem, the use of
Taylor or asymptotic expansions is useless as their validity is local. In contrast, uniform
approximations are valid in a sufficiently large set and therefore they may be useful to
compute the spectrum easily.
More generally, consider a certain computation, may be an integral or a differential
equation, that involves the function F (z), and in which the variable z runs in a large
domain D. In general, the complicated analytical expression of F (z) makes that calcu-
lation impossible, but we may just replace F (z) by its uniform approximation given in
terms of elementary functions. This replacement is valid in a large region of the complex
plane and, in most cases, it will be valid for the whole range of values of the variable
9.1 Conclusions 147
z required in that calculation (range of integration, domain of the differential equation,

etc...). Then, replacing F (z) by its uniform approximation makes that calculation simpler
as it is given in terms of elementary functions.
This approach has been taken in CHAPTER 5 to obtain a convergent expansion of the
Volterra function. The Volterra function appears in many branches of mathematics and
plays an important role in the theory of Laplace transforms. Despite its importance, it
has barely been investigated, probably due to the presence of an inverse gamma function
in the integrand of its integral definition. After some manipulations, we have obtained an
incomplete gamma function in an integral representation of the Volterra function. Then,
the replacement of that incomplete gamma function by its uniform approximation easily
provides an expansion of this function, that has been shown to be convergent.
In CHAPTER 6 we have developed aRsomehow dual expansion of the uniform approx-

1
imation of integral transforms F (z) = 0 h(t, z)g(t)dt considered in chapter 3. Roughly
speaking, the uniform approximations were found by replacing g(t) in the integrand of
F (z) by its multi-point Taylor expansion and interchanging summation and integration.
In chapter 6 we consider the multi-point Taylor expansion of the factor h(t, z) at certain
selected m points in a manner that the integration interval [0, 1] is completely contained
in the lemniscate of convergence of the multi-point Taylor series of h(t, z). We let z run
in a large set S of the complex plane such that the singularities of h(t, z) (as a function
of t) are located outside the lemniscate of convergence of the multi-point Taylor series
of h(t, z). In this way, the domain of validity of the expansion for F (z) (the region S) is
enlarged. We illustrate this idea in the particular case when F (z) is an integral represen-
tation of the generalized hypergeometric function p+1 Fp (a, ~b, ~c; z) and h(t, z) = (1−zT )−a .
This function has a singularity at T = 1/z that can be efficiently avoided by using the
multi-point Taylor expansion of h(t, z). In particular, we use one-, two- and three-point
Taylor expansions at certain, cleverly chosen base points, to obtain unbounded regions
of convergence that contain the indented closed unit disk D∗ = {z ∈ C : |z| ≤ 1, z 6= 1}.
Furthermore, the derived expansions are given in terms of rational functions. Therefore,
this approach also produces expansions satisfying the three properties (a), (b) and (c)
detailed at the beginning of this chapter.
Moreover, accurate bounds for the remainder of the new derived approximations show
that the speed of convergence is exponential. That is, if Rn (z) denotes the remainder
when we truncate the expansion after n terms, then Rn (z) = O(A(z)n ), for some A(z) < 1
that is related with the convergence region S. This fact is supported by some numer-
ical experiments. They suggest that the expansion derived from a three-point Taylor
expansion performs numerically better than other expansions: The three-point Taylor
expansion is more accurate and valid in a bigger domain than the one- or two-point Tay-
lor expanions derived in the same chapter. But moreover, it also performs better than
other expansions that we may find in the literature such as the power series definition,
formulas (6.3)+(6.2) or Büring’s connection formula. On the other hand, the use of multi-
point Taylor expansions at four o more points would enlarge the region of convergence,
but the coefficients of the expansion would become more and more complicated.
In CHAPTER 7 we have considered a special integral transform: when the integration

interval is unbounded and the kernel h(t, z) is an exponential of the form e−zf (t) . In other
words, we have considered integrals of the form
Z ∞
F (z) = e−zf (t) g(t)dt, (9.1)
0
where the Laplace’s method is usually used to obtain an asymptotic expansion for large
z. This method is very powerful but has three main drawbacks2 :
The expansion has a local validity as it is only valid for large values of |z|.
The asymptotic expansion is divergent and then it is required to find accurate error
bounds and to study the optimal truncation term of the series.
The coefficients of the expansion are defined by reverting a certain series implicitly
given by a change of variable.
We have solved these problems at once by designing a convergent and asymptotic Laplace’s
method for integrals whose coefficients can be computed by means of an explicit, sim-
ple formula, in terms of generalized Bernoulli polynomials and the Taylor coefficients of
e−zf (t) and g(t) at the asymptotically dominant point of f (t), as z → ∞. The price to
pay is that the asymptotic sequence is not straightforward to compute as in the classical
Laplace’s method, but given in terms of (incomplete) beta functions.
The conditions on the function f (t) and g(t) to apply the convergent and asymptotic
Laplace’s method are similar to the ones required for the application of the classical
Laplace method, except that we require for the functions to be analytic in a certain
region Sm (∞, 0). However, performing some tricks, this restriction can be relaxed and
require, basically, the analyticity of both functions in a neighborhood of the point t0
where the phase function f (t) attains its absolute minimum.
Then, the designed convergent and asymptotic Laplace’s method for integrals provides
asymptotic expansions satisfying properties (a) and (c) at the beginning of the chapter,
but we have lost property (b). More precisely, although the coefficients are given by an
explicit formula, the asymptotic sequence is given in terms of incomplete beta functions.
Finally, in CHAPTER 8 we have no longer derived convergent expansions of integrals.

Instead, we have again considered integrals of the form
Z b
F (z; α) = e−zf (t;α) g(t)dt,
a
and we have sought an asymptotic expansion of F (z; α) for large z uniformly valid as
α varies. For fixed value of the parameter α, the method of Laplace provides three
different asymptotic expansions for this integral, depending on the location of the absolute
minimum of the phase function with respect to the integration interval [a, b]. However,
the three expressions are formally different. Imagine now that the parameter α varies in
a way that changes the nature of the absolute minimum of f (t), from being an interior
point t0 ∈ (a, b) to being one of the integration end points, say t0 = a. Then, neither
of the three expansions are useful when α is near that transition point, because the
coefficients blow up. Moreover, that transition is not continuous, but abrupt. Then, the
classical uniform “saddle point near an end point” asymptotic method has been designed
to solve this problem. At the cost of considering the parabolic cylinder function as
asymptotic sequence, an expansion valid uniformly in α can be found. However, the
coefficients of the expansion are computed by reverting a certain series implictly given by
a change of variables. For this reason, simple and explicit formulas for those coefficients
2
By no means these drawbacks discredites the method of Laplace for the approximation of integrals
when z is large.
9.2 Future work 149
are not given in traditional text books on asymptotics. In chapter 8 a modification of this
method is considered, obtaining an explicit and systematic formula for the coefficients of
the expansion. On the other hand, as in the classical method, the asymptotic sequence
is given by parabolic cylinder functions.
9.2 Future work

CHAPTER 3 provides a new ingredient in the approximation of special functions: the
uniform approximation of integral transforms. As they are valid in a large set of the
complex plane, these expansions could be of interest to many researches around the
world that work with special functions. Therefore, it could be interesting to update the
famous NIST Handbook of Mathematical Functions [106, 108] by adding the uniform
expansions of the different special functions in a new edition of this celebrated book.
Moreover, apart from the functions analyzed in CHAPTER 4, uniform expansions of
more special functions can be found in the literature. For example, in [66] a uniform
expansion of the Bessel function of the second kind Yν (z) given in terms of incomplete
gamma functions can be found; and in [69] we can find uniform expansions of the gener-
alized hypergeometric functions p−1 Fp and p Fp that hold, respectively, in any horizontal
strip and any right halfplane of the complex plane. It could be interesting to derive
uniform expansion to other special functions not analyzed yet, such as the error function,
the Airy function, the modified Bessel functions or the Riemann zeta function. Note that
some of this functions are particular cases of other functions analyzed in chapter 4, but
it would be better to study them on their own in order to obtain simpler expressions
and/or more accurate error bounds.
On the other hand, we have seen in the figures of chapter 4 that there is usually an
intermediate region where the uniform expansions perform numerically better than the
power series and asymptotic expansions. It could be interesting to somehow determine
the precise form of the regions in which each expansion is more accurate.
In CHAPTER 6 we have used multi-point Taylor expansions to derive new analytical

representations of the generalyzed hypergeometric p+1 Fp function. The numerical results
on the accuracy of the derived expansions (6.5), (6.18) and (6.25) show that they are
more accurate than other expansions in the literature. But moreover, the use of multi-
point Taylor expansions of a factor in an integral representation has been used in [79]
to derive new expansions of the confluent hypergeometric M (a, b, z) function that hold
in the entire complex plane. The numerical results of that paper show that the three-
point Taylor expansions are more accurate than the expansions obtained from two- or
one-point Taylor series. They also show that the three-point Taylor expansion is more
accurate than the power series definition of the M function in the cases where the latter
was recommeneded for use in the literature.
Then, it would be interesting toR consider other special functions having an integral
1
representation of the form F (z) := 0 h(t, z)g(t)dt, for certain functions g(t) and h(t, z).
In the particular cases when h(t, z) = (1 − zt)−a or h(t, z) = ezt we respectively find the
generalyzed hypergeometric p+1 Fp function and the hypergeometric confluent M function.
But, for other kernels h(t, z) we would find other special functions. For example, if
h(t, z) = cos(zt) we find an integral representation of the Bessel function of the first
kind; for h(t, z) = tz we obtain a representation of the parabolic cylinder function or the
confluent U function; for h(t, z) = (− log t)z we get the gamma function or the Riemann’s
zeta function, etc.
Typically, using the classical Taylor series of h(t, z) at t = 0 (in the case when
h(t, z) = h(tz)) we find a power series of F (z) whereas asymptotic expansions of F (z)
are found from the asymptotic expansion of g(t) at the asymptotically relevant point of
h(t, z). We can instead consider the multi-point Taylor expansions of h(t, z) to derive new
expansions because the lemniscates of convergence of the multi-point Taylor expansion
avoid the singular points of h(t, z) (that, in general, depend on z) in a more efficient
manner. Then, it could be that the new expansions for F (z) hold in large regions of the
complex plane and at the same time are faster than the classical Taylor or asymptotic
expansions.
In CHAPTER 7 we have applied the developed convergent and asymptotic Laplace’s

method for integrals to the confluent hypergeometric U (a, b, z) function with the aim to
illustrate the applicability of that method. It could be interesting to apply this result to
other special functions, in order to have expansions that are simultaneously convergent
and asymptotic for large z.
On the other hand, in the case when the phase function f (t) in the integral (9.1) is
simply f (t) = t, the convergent and asymptotic Laplace method for integralsP of chapter
7 produces the well-known factorial series. That is, series of the form ∞ n=0 cn n!/(z)n
that are both, convergent and asymptotic for large z. This type of series were heavily
studied at the beginning of the twentieth century [96, 97, 99, 133]. Back then, the integral
representation (9.1) (with f (t) = t) was not important. The object of study were the
factorial series theirselves. Therefore, it may be interesting to study the resulting series
of the convergent and asymptotic Laplace method in more detail, as they are a natural
generalization of factorial series.
In CHAPTER 8 we have derived a systematic “saddle point near an end point method”.
This result is a continuation of the line of research initiated by my research group in
[68, 74, 75] to systemise classical asymptotic methods. In [68] the uniform asymptotic
“saddle point near a pole” method has been simplified, obtaining a systematic and explicit
formula for the coefficients of the expansion, obtaining the error function as asymptotic
sequence (as the classical method does). In chapter 8 we have systemised the uniform
asymptotic method “saddle point near an end point”. Continuing in this line, it remains
to find a systematic “two coalescing saddle points” uniform asymptotic method.
Another related possible future work is to consider the multi-dimensional version

of the methods developed in this thesis. In particular, it would be interesting to uni-
form approximations of multi-dimensional integrals and to modify the multi-dimensional
Laplace’s method [154, Ch. 9, §5] to make it convergent. As an application, we could
derive, for example, new expansions for the Appell functions [3, §16.13].
Appendices
151
Appendix A
The Generalized Bernoulli Polynomials
(α)
The generalized Bernoulli polynomials Bn (x) can be defined by means of the generating
function [36, §24.16], [88, Ch.6 ], [140, Ch.1 §1.1]
α ∞ (α)
t xt
X Bn (x) n
e = t , |t| < 2π, (A.1)
et − 1 n=0
n!
where α and x are arbitrary complex numbers. For x = 0 we obtain the generalized
(α) (α)
Bernoulli numbers Bn (0) ≡ Bn , also called Nørlund polynomials [36, eq. 24.16.9],
that are polynomials of degree n of the complex variable α.
In this thesis, we use them to compute the Taylor coefficients at an appropriate point
of the composite function that results after a logarithmic change of variables of the form
(7.21).
Lemma A.0.1. For any m ∈ N, let φ(t) be an analytic function in a disk Dr (0) centered
at t = 0 with radius r > 0. For any λ ∈ C, consider the function
λ 1/m !
log(1 − xm ) log(1 − xm )

φ̃(x) := − φ x − .
xm xm
Then, the n−th Taylor coefficient of φ̃(x) at x = 0, that we denote φ̃n , is given in terms
of the derivatives of φ(t) at t = 0 by means of the formula
n
bmc n
(λ+1+ m )
X (−1)k Bk (1) dn−km h i
φ̃n = φ(t) . (A.2)
k=0
k! (n − km)! dtn−km t=0
Proof. It is clear that the function φ̃(x) is analytic in the open disk D0 (ρ), for some
0 < ρ < 1. From Cauchy’s formula for the n−th derivative of an analytic function, we
have
I m
λ m
1/m !
log(1 − x ) log(1 − x )
I
n! φ̃(x) n! dx
φ̃(n) (0) = n+1
dx = − m
φ x − m
,
2πi C x 2πi C x x xn+1
where C is the boundary of the disk of center 0 and radius ρ <1, oriented in the positive
h i1/m
log(1−xm )
sense and does not contain any singularity of the function φ x − xm . We
153
154 Appendix A. The Generalized Bernoulli Polynomials
h −tm i1/m
consider the change of variables x 7→ t given by (7.22), that is, x = t 1−etm ,
with t > 0 for x > 0. This transformation maps the disk D0 (ρ) to a certain region
Sm ((− log(1 − ρm ))1/m , 0), with Sm (q, 0) defined in (7.23). We find
λ+1+ mn
−tm
I
(n) n! −tm dt
φ̃ (0) = φ(t)e ,
2πi γ e−tm − 1 tn+1
where γ is the boundary of the region Sm ((− log(1 − ρm ))1/m , 0), that is a closed curve
encircling t = 0 in the positive direction. We may choose ρ small enough in order to
assure that Sm ((− log(1 − ρm ))1/m , 0) ⊂ Dr (0). Then, we apply Cauchy’s theorem again
to find " λ+1+ mn #
n m

d m −t
φ̃(n) (0) = n φ(t)e−t . (A.3)
dt e−tm − 1
t=0
Taking into account the generating function of the generalized Bernoulli polynomials
(A.1) and the k−th derivative at x = 0 of a composite function of the form Ψ(x) = ψ(xm ),
we have that
" λ+1+ mn # (
dk m 0 if k 6= 0 (mod m),

−t m −t
e = k! (λ+1+ n
)
dtk e−tm − 1 (−1)k/m (k/m)! Bk m
(1) if k = 0 (mod m).
t=0 m
(A.4)
Then, if we apply Leibniz’s formula for the n−th derivative of a product in (A.3) and
we use (A.4) we find the desired result (A.2).
The case λ = 0 and m = 1 is specially interesting. We have the following corollary:
Corollary A.0.2. The n−Taylor coefficient of φ (− log t) at t = 1, An , is given in terms

of the derivatives of φ(t) at t = 0 and the Nørlund polynomials by means of the formula
n (n)
X φ(k) (0) k Bn−k
An = (−1)k . (A.5)
k=0
k! n (n − k)!
Proof. We have
dn h i
n d
n h i
An = φ (− log t) = (−1) φ (− log(1 − x))
dtn t=1 dtn x=0
From (A.2) with λ = 0 and m = 1, we have

n (n+1)
X (−1)k Bk (1) dn−k h i
An = (−1)n n−k
φ(t) .
k=0
k! (n − k)! dt t=0
(n+1) k
(n)
In [88, pp. 129] we find the relation Bk (1) = 1 − n
Bk . Therefore
n
(−1)n−k dn−k h

X 1 k (n)
i
An = 1− Bk φ(t) ,
k=0
k! (n − k)! n dtn−k t=0
and formula (A.5) follows from rearranging the terms of the summation by means of the
change of index j = n − k.
Appendix B
A Larger Domain for a Uniformly
Convergent Expansion of the
Symmetric Elliptic Functions
In section 4.8 of chapter 4 we have obtained convergent expansions of the functions

F (x, y), G1 (x, y) and G2 (y, z) defined, respectively, in (4.17), (4.18) and (4.19) and re-
lated with the symmetric elliptic integrals RF (x, y, z) and RD (x, y, z) by means of the
connection formulas (4.20), (4.21) and (4.22). The expansions were given in terms of ele-
mentary functions and uniformly valid for y ∈ S(θ), region defined in (4.27) and depicted
in figure 4.8. However, to obtain the integral representations (4.17), (4.18) and (4.19)
of F (x, y), G1 (x, y) and G2 (y, z) we have required that one of the variables to be real
and positive, as we have performed a change of variables s 7→ ws, with w = z to derive
F (x, y) from RF (x, y, z) and G1 (x, y) from RD (x, y, z); or w = x to obtain G2 (y, z) from
RD (x, y, z). If, instead of restricting that variable to the positive real numbers, we let it
run in a the bigger domain C \ (−∞, 0], then, for the function RF (and similarly for RD )
we would have obtained
Z −i arg z
z ∞e ds
RF (x, y, z) = p p p .
2 0 z(s + x/z) z(s + y/z) z(s + 1)
When arg(−u/z) ∈ / [0, − arg z], u = x, y, we can invoke Cauchy’s theorem to rotate the
integration contour [0, ∞e−i arg z ) to the contour [0, ∞). Besides, arg(−u/z) = arg(u/z)−
πsign (arg(u/z)), and therefore, the condition arg(−u/z) ∈ / [0, − arg z] is equivalent to
the condition | arg(u/z) + arg z| < π. Taking into account that
(
| arg u| (< π) if | arg u − arg z| < π,
| arg(u/z) + arg z| =
| arg u ± 2π| (≥ π) if | arg u − arg z| ≥ π,
we deduce that | arg(u/z) + arg z| < π if and only if | arg u − arg

p z| < π. √ p
But moreover, when | arg(u/z) + arg z| < π we have that z(u/z) =p z u/z and
using that, for all s ≥ 0, | arg(s + u/z)| ≤ | arg(u/z)|, we also have that z(s + u/z) =
√ p
z s + u/z, for all s ≥ 0. In conclusion, when | arg x−arg z| < π and | arg y−arg z| < π,
Z ∞
1 ds
RF (x, y, z) = √ p p √ ,
2 z 0 s + x/z s + y/z s + 1
155
156 Appendix B. A larger domain for the uniform expansion of the SE functions
Im(x) Im(x)
z
Re(x) Re(x)
z
Im(x) Im(x)
Im(x)
Re(x) Re(x)
Figure B.1: The argument of the variable x is restricted to the sector arg x ∈ (arg z − π, arg z +
π) ∩ (−π, π]. The green region in all the pictures shows the different shapes of the x−section
of the region Λ1 for different arguments of z.
that is, the connection formula (4.20) is valid not only for z > 0, but in the bigger domain
Λ1 := {(x, y, z) ∈ (C \ (−∞, 0])3 : | arg x − arg z| < π, | arg y − arg z| < π}. (B.1)
In figure B.1 we illustrate the shape of the x−domain Λ1 for fixed z (the y−domain
for fixed z is analogous).
Similar arguments can be applied to the symmetric elliptic integral RD (x, y, z) to
find that the connection formulas (4.21) and (4.22) are respectively valid in the bigger
domains Λ1 and Λ2 , with Λ1 defined in (B.1) and
Λ2 := {(x, y, z) ∈ (C \ (−∞, 0])3 : | arg y − arg x| < π, | arg z 3 − arg x3 | < π}.
Therefore, uniform expansions for the symmetric elliptic integrals RF (x, y, z) and
RD (x, y, z) can be found from the connection formulas (4.20), (4.21) and (4.22) and the
expansion (4.37) not only when one of their variables is positive, but in a bigger domain.
In particular, the expansions derived for F (x, y) and G1 (x, y) hold for (x, y, z) ∈ Λ1
whereas the expansion derived for G2 (y, z) holds for (x, y, z) ∈ Λ2 .
Appendix C
The Integral Representation (6.4)
Of the p+1Fp(a, ~b, ~c; z) Function
In this appendix we describe the four different possibilities for the integration paths and
the constants A(bs , cs ) for all s = 1, 2, . . . , p in the integral representation (6.4) of the
generalized hypergeometric function p+1 Fp .
(a) The path is L = [0, 1] and
Γ(c)
A(b, c) = .
Γ(b)Γ(c − b)
Formula (6.4) is valid for <(ck ) > <(bk ) > 0 for all k = 1, 2, . . . , p.
(b) The integration contour L is a complex path that starts and terminates at t = 0. It
encircles the point t = 1 once in the positive direction. At the point where L cuts
the positive real axis we have arg(t) = 0 and arg(a − t) = π. This path is depicted
in figure C.1 (left). On the other hand,
eiπ(b−c) Γ(1 + b − c)Γ(c)

A(b, c) = .
2πiΓ(b)
In this case, formula (6.4) is valid for ck − bk ∈

/ N and <(bk ) > 0 for all k = 1, 2, . . . , p.
(c) This case is, somehow, a mirror case of the previous one. In particular, the path L
starts and terminates at t = 1 and it encircles the point t = 0 once in the positive
direction. At the point where L cuts the negative real axis, we have that arg(t) = π
and arg(1 − t) = 0. In figure C.1 (right) this path is depicted. We also have
e−iπb Γ(1 − b)Γ(c)

A(b, c) = .
2πiΓ(c − b)
In this case, formula (6.4) is valid for bk ∈

/ N and <(ck − bk ) > 0 for all k = 1, 2, . . . , p.
(d) The integration path starts and terminates at an arbitrary point P located on the
real axis between t = 0 and t = 1. It encircles the points 0 and 1 once in the positive
157
158 Appendix C. The integral representation (6.4) of the ~
p+1 Fp (a, b, ~
c; z) function
Case (b) Case (c)
Figure C.1: The p identical integration contours L in (6.4), cases (b) and (c), may be deformed
to the respective contours (b) (left) and (c) (right) depicted in this figure. The horizontal
segments are assumed to be sticked to the real interval [0, 1] and the radius of the circles is
infinitesimally small. In case (b), at the point P we have that arg(t) = 0 and arg(1 − t) = π.
At the point P of figure (c) we have that arg(t) = π and arg(1 − t) = 0.
Figure C.2: The p identical integration contours L in (6.4), case (d), may be deformed to the
contour depicted in this figure. The horizontal segments are assumed to be sticked to the real
interval [0, 1] and the radius of the circles is infinitesimally small. At the point P we have
that arg(t) = arg(1 − t) = 0.
direction and then once in the negative direction. At the point P of L, we have
arg(t) = arg(1 − t) = 0. This path is depicted in figure C.2. On the other hand
eiπ(1−c) Γ(c)
A(b, c) = .
4Γ(b)Γ(c − b) sin(πb) sin[π(c − b)]
In this case, formula (6.4) is valid for bk and ck − bk ∈

/ N, for all k = 1, 2, . . . , p.
We assume that the contours L described in cases (b), (c) and (d) are squeezed
(analytically deformed) as much as possible around the real interval [0, 1], as it is shown
in figures C.1 and C.2.
The multiple integral representation (6.4) is a generalization of the respective integral
representation of the Gauss hypergeometric function 2 F1 (a, b, c; z) given in [104, eqs.
15.6.1, 15.6.2, 15.6.4 or 15.6.5]. The derivation of these multiple integral representation
is a straightforward generalization of the derivation of the corresponding simple integral
representation of the 2 F1 function. In particular, for any case (a)-(d) we replace the
159
expansion
∞
−a
X (a)n
(1 − T z) = (zT )n , |zT | < 1,
n=0
n!
into the right hand side of (6.4), interchange summation and integration and use the
reflection formula of the gamma function. We also use the different integral representa-
tions of the beta function [4, eqs. 5.12.1, 5.12.10 or 5.12.12] depending on the case (a),
(b), (c) or (d) under consideration:


 1, case (a),
iπb
Z 
Γ(a)Γ(b) 2ie sin(πb), case (b),
ta−1 (1 − t)b−1 dt = ×
L Γ(a + b)  
 2ieiπa sin(πa), case (c),
−4eiπ(a+b) sin(πa) sin(πb),

case (d).
Then, we obtain the series definition (6.2) of the generalized hypergeometric function
~ c; z). Therefore, the right hand side of (6.4) represents the analytic continua-
p+1 Fp (a, b, ~
tion in the variable z of p+1 Fp (a, ~b, ~c; z), defined by the right hand side of the series (6.2),
from the disk |z| < 1 to the cutted complex plane | arg(1 − z)| < π.
Appendix D
The Coefficients of the New Expansions
For the p+1Fp Function
In this appendix we give a recursive formula to compute several coefficients that appear
in the expansions (6.5), (6.18) and (6.25) of chapter 6 for the generalized hypergeometric
p+1 Fp function.
Lemma D.0.1. The functions p+1 Fp (−k, ~b, ~c; z) are polynomials in the variable z of degree
k. They can be computed using the following recurrence relation, valid for k = 1, 2, . . .
 !
 0, ~b
F z = 1,


p+1 p

 ~c
~
!
~
! p
! −−−→ !

 −k, b 1 − k, b Y b s 1 − k, b +1
p+1 Fp z = p+1 Fp z −z p+1 Fp −−−→ z ,

~c ~c c


s=1 s c + 1
(D.1)
−−−→
where b + 1 := (b1 + 1, b2 + 2, . . . , bp + 1).
Proof. Using the series definition [3, 16.2.1] it is straightforward to check that the function
~ c; z) is a polynomial in the variable z of degree k as the defining series
p+1 Fp (−k, b, ~
terminates after k + 1 terms. On the other hand, the three term recurrence relation
follows from the integral representation (6.4) in the particular case when a = −k, with
k ∈ N, by splitting the factor (1 − zT )k = (1 − zT )k−1 (1 − zT ) and performing some easy
computations.
Lemma D.0.2. A recursive formula for the coefficients A2n (a, z) and Bn2 (a, z) in the two-
point Taylor expansion (6.20) of f (T ) = (1 − zT )−a at the points T = q and T = 1 − q
with q ∈ [0, 1/2) is the following:
(1 − q)(1 − zq)−a − q [1 − z(1 − q)]−a

A20 (a, z)= ,
1 − 2q
(D.2)
[1 − z(1 − q)]−a − (1 − zq)−a
B02 (a, z) = ,
1 − 2q
161
162 Appendix D. The coefficients of the new expansions for the p+1 Fp function
and
2 2
(z, n, a, q)A2n (a, z) + M12 (z, n, a, q)Bn2 (a, z)

2 M11
An+1 (a, z) = ,


(n + 1)(4q 2 − 4q + 1) [z − 1q(1 − q)z 2 ]

(D.3)
 M 2 (z, n, a, q)A2n (a, z) + M22
2
(z, n, a, q)Bn2 (a, z)
2
= 21

Bn+1
 (a, z) ,
(n + 1)(4q 2 − 4q + 1) [z − 1q(1 − q)z 2 ]
where
2
(z, n, a, q) := z(a + 2n) 1 − (1 + 2q 2 − 2q)z ,

M11
2
M12 (z, n, a, q) := z 2 [−n + q(q − 1)(a + 1)] + z [2aq(1 − q) + 1 + 3n] − 2n − 1,
2
M21 (z, n, a, q) := −z(2 − z)(a + 2n),
2
(z, n, a, q) := z 2 n(1 + 4q − 4q 2 ) + 2(1 + a)q(1 − q) − (a + 2 + 6n)z + 4n + 2.

M22
(D.4)
Proof. Consider the diffential equation satisfied by the function f (T ) = (1 − zT )−a ,

namely (1 − zT )f 0 (T ) = azf (T ). Consider also the two-point Taylor expansion of f (T )
at T = q and T = 1 − q
∞
X
An (a, z) + Bn2 (a, z)T [(T − q)(T + q − 1)]n .
2
f (T ) =
n=0
Derivate this expression with respect to T to obtain the two-point Taylor expansion
of f 0 (T ) at the points T = q and T = 1 − q. Then, introducing both expressions
into the differential equation and equating the coefficients of [(T − q)(T + q − 1)]n and
T [(T − q)(T + q − 1)]n we obtain the recurrence scheme (D.2)-(D.3)-(D.4).
Lemma D.0.3. A recursive formula for the coefficients A3n (a, z), Bn3 (a, z) and Cn3 (a, z)
in the three-point Taylor expansion (6.28) of f (T ) = (1 − zT )−a at the points T = q,
T = 1/2 and T = 1 − q with q ∈ [0, 1/2) is the following:
4q 2 (1 − z/2)−a + (1 − qz)−a + q −4(1 − z/2)−a + [1 + (q − 1)z]−a − (1 − qz)−a

A30 (a, z):= ,
(1 − 2q)2
4(1 − z/2)−a − [1 + (q − 1)z]−a − 2q [1 + (q − 1)z]−a − 3(1 − qz)−a + 2q(1 − qz)−a
B03 (a, z):= ,
(1 − 2q)2
−22+a (2 − z)−a + 2 [1 + (q − 1)z]−a + 2(1 − qz)−a
C03 (a, z):= .
(1 − 2q)2
(D.5)
For n = 1, 2, . . . we have the following recurrence relation to compute the coefficients

A3n (a, z), Bn3 (a, z) and Cn3 (a, z):
3
M11 (z, n, a, q)A3n (a, z) + M12
3
(z, n, a, q)Bn3 (a, z) + M13
3
(z, n, a, q)Cn3 (a, z)
A3n+1 (a, z) = ,
2(n + 1)(1 − 2q)4 (z − 2) [(q − 1)qz 2 + z − 1]
M 3 (z, n, a, q)A3n (a, z) + M22
3
(z, n, a, q)Bn3 (a, z) + M23
3
(z, n, a, q)Cn3 (a, z)
3
Bn+1 (a, z) = 21 ,
2(n + 1)(1 − 2q)4 (z − 2) [(q − 1)qz 2 + z − 1]
M 3 (z, n, a, q)A3n (a, z) + M32
3
(z, n, a, q)Bn3 (a, z) + M33
3
(z, n, a, q)Cn3 (a, z)
3
Cn+1 (a, z) = 31 .
(n + 1)(1 − 2q)4 (z − 2) [(q − 1)qz 2 + z − 1]
(D.6)
163
where the quantities Mij3 (z, n, a, q), i, j = 1, 2, 3 are given by

3
(z, n, a, q) :=4z(a + 3n) 16q 4 z 2 − 32q 3 z 2 + 2q 2 9z 2 + 6z − 8 − 2q z 2 + 6z − 8

M11
+z 2 − 3z + 2 ,

3
(z, n, a, q) :=4 8q 4 z 2 (az + z − 2) + q 2 7(a + 1)z 3 + 6(2a − 1)z 2 − 12(a + 2)z + 16

M12
+q (a + 1)z 3 − 2(6a + 5)z 2 + 12(a + 2)z − 16 − 16q 3 z 2 (az + z − 2)

−z 2 + 3z − 2 + 6n 32q 4 (z − 1)z 2 − 64q 3 (z − 1)z 2 + 32q 2 z 3 − 2z + 1

−32q(z − 1)2 + (z − 2)2 (z − 1) ,

3
(z, n, a, q) :=n −12 + 28z − 21z 2 + 5z 3 − 4q 3z 3 + 42z 2 − 106z + 60 + 12q 2 19z 3

M13
+2z 2 − 46z + 20 + 16q 3 z 16 + 18z − 35z 2 + 8q 4 z 75z 2 − 18z − 16

−384q 5 z 3 + 128q 6 z 3 + 4(q − 1)q 24 − 6(a + 6)z + 6(a + 2)(q − 1)qz 3

+z 2 a −4q 2 + 4q + 5 − 24q 2 + 24q + 12 ,

3
(z, n, a, q) := 4z(a + 3n) 3 4q 2 − 4q − 1 z 2 + 8q 2 − 8q + 26 z − 24 ,

M21
3
36q 2 − 36q − 3 z 3 + 50 + 40q − 40q 2 z 2 − 96z + 48

M22 (z, n, a, q) :=6n
+ 8z a 4q 2 − 4q − 5 − 18 − 12z 2 a 4q 2 − 4q − 3 + 8q 2 − 8q − 4

+ 48(a + 1)(q − 1)qz 3 + 96,

3
(z, n, a, q) :=n 16q 4 z 2 (3z + 10) − 32q 3 z 2 (3z + 10) + 24q 2 9z 3 + 4z 2 − 2z − 4

M23
+8q 12 + 6z + 8z 2 − 21z 3 − 15z 3 + 262z 2 − 516z + 264

− 4 4(a + 2)q 4 (z − 2)z 2 − 8(a + 2)q 3 (z − 2)z 2 − q 2 [−16 + 24z

(2 + a)z 3 + 6(a − 2)z 2 + q 5(a + 2)z 3 − 2(a + 14)z 2 + 24z − 16

−5(a + 2)z 2 + 6(a + 5)z − 20 ,
3
8q 2 − 8q − 1 z 2 + 12z − 12 ,

M31 (z, n, a, q) := −4z(a + 3n)
3
(z, n, a, q) := − 6n 20q 2 − 20q − 1 z 3 − 24 q 2 − q − 1 z 2 − 48z + 24

M32
− 4 z 2 a −4q 2 + 4q + 5 − 12q 2 + 12q + 6 + 6(a + 1)(q − 1)qz 3

−6(a + 3)z + 12} ,

3
−64q 4 + 128q 3 − 168q 2 + 104q + 5 z 3 + 12 4q 2 − 4q − 11 z 2

M33 (z, n, a, q) :=n
+12 8q 2 − 8q + 23 z − 144 − 4 3z 2 a − 4q 2 + 4q + 2

−2z 2a q 2 − q + 1 + 9 + 3(a + 2)(q − 1)qz 3 + 12 .

Proof. The proof of this lemma is identical to the proof of the previous one, but consid-
ering the three-point Taylor expansion of f (T ) at T = q, T = 1/2 and T = 1 − q:
∞
X
An (a, z) + Bn3 (a, z)T + Cn3 (a, z)T 2 [(T − q)(T − 1/2)(T + q − 1)]n .
3
f (T ) =
n=0
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Doctoral thesis submitted for the

degree of Philosophiæ Doctor

Programme: Doctorate in Mathematics and Statistics

https://doi.org/10.48035/Tesis/2454/44804 © Todos los derechos reservados

“De pocas partidas he aprendido tanto como de la mayorı́a de mis derrotas”

– José Raúl Capablanca, III World Chess Champion

3 Chapter 3. Uniform expansions of integral transforms 27

4 Chapter 4. New uniform expansions of some special functions 41

4.9.2 A uniformly convergent expansion of the 2 F1 (a, b, c; z) function for

5 Chapter 5. An application of the uniform expansions 67

6 Chapter 6. A dual vision of uniform expansions 83

7 Chapter 7. A convergent Laplace’s method for integrals 99

9 Chapter 9. Conclusions and future work 145

A The Generalized Bernoulli Polynomials 153

B A larger domain for the uniform expansion of the SE functions 155

C The integral representation (6.4) of the ~

1.1 Taylor, asymptotic and uniform approximations of the Bessel function. . 6

2.1 Different shapes of a Cassini oval. . . . . . . . . . . . . . . . . . . . . . . 15

4.1 Approximations of the Hν (z) Struve function. . . . . . . . . . . . . . . . 44

5.1 A possible integration path. . . . . . . . . . . . . . . . . . . . . . . . . . 70

6.1 Region of convergence using a one-point Tylor expansion. . . . . . . . . . 89

7.1 Region Sm (b, 0) for m = 2, m = 3 and m = 4 with finite or infinite b. . . 108

B.1 A larger domain for complex variables. . . . . . . . . . . . . . . . . . . . 156

C.1 The path L in cases (b) and (c). . . . . . . . . . . . . . . . . . . . . . . . 158

4.1 Approximation of the Struve function Hν (z). . . . . . . . . . . . . . . . . 44

6.1 Approximations of the 4 F3 function for small z. . . . . . . . . . . . . . . 96

7.1 Convergent and asymptotic features of expansion (7.31). . . . . . . . . . 110

7.2 Convergent and asymptotic features of expansion (7.41). . . . . . . . . . 115

8.1 Relative error provided by (8.46) after 4 terms. . . . . . . . . . . . . . . 140

(c) The expansions are given in terms of elementary functions.

1.1 Historical background

1.2 State of the art

 In acoustics and optical diffraction, wave movement is described by high oscilla-

important to have analytical representations of the catastrophe integrals due to

 When working with a signal in optical physics it is important to have an analytic

 In quantum field theory in theoretical physics, it is important to have an analytic

 In the problem of calculating the contributions to the specific heat of a crystal

 In singular perturbation problems it is usually necessary to have an analytic solution

 In astronomy, analytic representations of elliptic functions are required to make

Due to the significance of analytical approximations of integral tranforms (or special

(4ν 2 − 12 )(4ν 2 − 32 ) · · · (4ν 2 − (2k − 1)2 )

-1.0 -0.5 -0.5

by reverting a series that is implicitly given by that change of variables. Therefore,

In chapter 3 we investigate up to what point the derivation of an expansion satis-

1.3 Structure of the thesis

In CHAPTER 4 we apply the theory of uniform approximations developed in the pre-

In CHAPTER 6 we consider a dual version of the uniform theory of integrals transform

The theory of Taylor series of analytical functions is well-known as it is a basic topic

2.1 Multi-point Taylor expansions

1.0 1.0 1.0

0.5 0.5 0.5

-0.5 -0.5 -0.5

-1.0 -1.0 -1.0

-1.5 -1.5 -1.5

We consider the lemniscate

with r0 ≤ r ≤ ρ. The restriction r0 ≤ r assures that the interval (0, 1) is contained

and for k = 1, 2, 3, . . . , consider

φk−1 (z) − pk−1 (z)

where, for k = 0, 1, 2, . . . and j = 1, 2, . . . , m, the numbers φk (tj ) are computed by means

2.2 Asymptotic expansions

f (z) = O (g(z)) , as z → z0 ; if and only if lim |f (z)/g(z)| = L, L < ∞.

f (z) = o (g(z)) , as z → z0 ; if and only if lim |f (z)/g(z)| = 0.

f (z) ∼ g(z), as z → z0 ; if and only if lim |f (z)/g(z)| = 1.

the formal series ∞

In acoustics and optical diffraction, wave movement is described by high oscilla-

When working with a signal in optical physics it is important to have an analytic

In quantum field theory in theoretical physics, it is important to have an analytic

In the problem of calculating the contributions to the specific heat of a crystal

In singular perturbation problems it is usually necessary to have an analytic solution

In astronomy, analytic representations of elliptic functions are required to make

Case 1: We choose m different base points 0 ≤ t1 < t2 < . . . < tm ≤ 1.

Case 1. From the definition of Dr1 it is clear that m

Case 4. From the definition of Dr4 we have that m

Case 3. It is similar to the previous case. We write

Case 4. In this case, we write

We want an expansion of M (a, b, z) given in terms of elementary functions. There-